market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 0.80% 1.26 CHF 1.27 CHF 500,000 100,000 500,000 100,000 625,592 CHF 126,118 CHF 99.27% 99.27%
19/11/2024 0.78% 1.27 CHF 1.28 CHF 500,000 100,000 500,000 100,000 639,721 CHF 128,944 CHF 99.27% 99.27%
18/11/2024 0.79% 1.26 CHF 1.27 CHF 500,000 100,000 500,000 100,000 630,881 CHF 127,176 CHF 99.27% 99.27%
15/11/2024 0.78% 1.28 CHF 1.29 CHF 500,000 100,000 500,000 100,000 639,594 CHF 128,919 CHF 99.27% 99.27%
14/11/2024 0.77% 1.28 CHF 1.29 CHF 500,000 100,000 500,000 100,000 644,444 CHF 129,889 CHF 99.27% 99.27%
13/11/2024 0.77% 1.29 CHF 1.30 CHF 500,000 100,000 500,000 100,000 645,350 CHF 130,070 CHF 99.27% 99.27%
12/11/2024 0.78% 1.30 CHF 1.31 CHF 500,000 100,000 500,000 100,000 636,996 CHF 128,399 CHF 99.25% 99.25%
11/11/2024 0.82% 1.23 CHF 1.24 CHF 500,000 100,000 500,000 100,000 606,767 CHF 122,353 CHF 99.27% 99.27%
08/11/2024 0.82% 1.22 CHF 1.23 CHF 500,000 100,000 500,000 100,000 609,078 CHF 122,816 CHF 99.26% 99.26%
07/11/2024 0.80% 1.25 CHF 1.26 CHF 500,000 100,000 500,000 100,000 625,000 CHF 126,000 CHF 1.12% 1.12%

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