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 0.99% 1.03 CHF 1.04 CHF 131,000 131,000 129,301 129,301 130,559 CHF 131,852 CHF 100.00% 100.00%
19/11/2024 0.98% 1.02 CHF 1.03 CHF 130,000 130,000 129,932 129,932 132,363 CHF 133,662 CHF 100.00% 100.00%
18/11/2024 1.00% 0.99 CHF 1.00 CHF 128,000 128,000 128,567 128,567 128,068 CHF 129,354 CHF 100.00% 100.00%
15/11/2024 1.03% 0.98 CHF 0.99 CHF 128,000 128,000 126,946 126,946 122,791 CHF 124,061 CHF 100.00% 100.00%
14/11/2024 1.03% 0.95 CHF 0.96 CHF 126,000 126,000 126,712 126,712 121,826 CHF 123,093 CHF 100.00% 100.00%
13/11/2024 1.04% 0.97 CHF 0.98 CHF 127,000 127,000 126,475 126,475 121,451 CHF 122,716 CHF 100.00% 100.00%
12/11/2024 1.09% 0.95 CHF 0.96 CHF 126,000 126,000 123,947 123,947 112,872 CHF 114,112 CHF 100.00% 100.00%
11/11/2024 1.13% 0.88 CHF 0.89 CHF 122,000 122,000 122,266 122,266 107,779 CHF 109,002 CHF 100.00% 100.00%
08/11/2024 1.09% 0.93 CHF 0.94 CHF 125,000 125,000 124,042 124,042 113,701 CHF 114,942 CHF 99.18% 99.18%
07/11/2024 1.12% 0.87 CHF 0.88 CHF 122,000 122,000 122,544 122,544 108,428 CHF 109,653 CHF 100.00% 100.00%

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