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 1.26% 0.78 CHF 0.79 CHF 120,000 120,000 120,000 120,000 94,734 CHF 95,934 CHF 99.43% 99.43%
19/11/2024 1.21% 0.82 CHF 0.83 CHF 120,000 120,000 120,000 120,000 98,616 CHF 99,816 CHF 100.00% 100.00%
18/11/2024 1.23% 0.79 CHF 0.80 CHF 120,000 120,000 120,000 120,000 96,615 CHF 97,815 CHF 99.88% 99.88%
15/11/2024 1.22% 0.82 CHF 0.83 CHF 120,000 120,000 120,000 120,000 97,973 CHF 99,173 CHF 100.00% 100.00%
14/11/2024 1.20% 0.81 CHF 0.82 CHF 120,000 120,000 120,000 120,000 99,534 CHF 100,734 CHF 98.59% 98.59%
13/11/2024 1.21% 0.85 CHF 0.86 CHF 120,000 120,000 120,000 120,000 98,937 CHF 100,137 CHF 100.00% 100.00%
12/11/2024 1.27% 0.80 CHF 0.81 CHF 120,000 120,000 120,000 120,000 93,931 CHF 95,131 CHF 99.90% 99.90%
11/11/2024 1.29% 0.75 CHF 0.76 CHF 120,000 120,000 120,000 120,000 92,347 CHF 93,547 CHF 100.00% 100.00%
08/11/2024 1.28% 0.79 CHF 0.80 CHF 120,000 120,000 120,000 120,000 93,076 CHF 94,276 CHF 99.05% 99.05%
07/11/2024 1.31% 0.76 CHF 0.77 CHF 120,000 120,000 120,000 120,000 90,893 CHF 92,093 CHF 100.00% 100.00%

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