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 0.92% 1.10 CHF 1.11 CHF 250,000 100,000 250,000 100,000 269,614 CHF 108,846 CHF 99.17% 99.17%
19/11/2024 0.90% 1.09 CHF 1.10 CHF 250,000 100,000 250,000 100,000 276,215 CHF 111,486 CHF 99.16% 99.16%
18/11/2024 0.90% 1.10 CHF 1.11 CHF 250,000 100,000 250,000 100,000 275,810 CHF 111,324 CHF 99.22% 99.22%
15/11/2024 0.92% 1.10 CHF 1.11 CHF 250,000 100,000 250,000 100,000 269,068 CHF 108,627 CHF 99.16% 99.16%
14/11/2024 0.94% 1.03 CHF 1.04 CHF 250,000 100,000 250,000 100,000 265,920 CHF 107,368 CHF 99.15% 99.15%
13/11/2024 0.89% 1.11 CHF 1.12 CHF 250,000 100,000 250,000 100,000 279,331 CHF 112,733 CHF 99.16% 99.16%
12/11/2024 0.93% 1.10 CHF 1.11 CHF 250,000 100,000 250,000 100,000 268,623 CHF 108,449 CHF 99.16% 99.16%
11/11/2024 0.99% 1.01 CHF 1.02 CHF 250,000 100,000 250,000 100,000 250,913 CHF 101,365 CHF 99.17% 99.17%
08/11/2024 0.97% 1.04 CHF 1.05 CHF 250,000 100,000 250,000 100,000 255,870 CHF 103,348 CHF 99.16% 99.16%
07/11/2024 1.03% 0.98 CHF 0.99 CHF 250,000 100,000 250,000 100,000 240,454 CHF 97,182 CHF 98.04% 98.04%

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