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
25/11/2024 0.99% 1.00 CHF 1.01 CHF 600,000 200,000 600,000 200,000 602,610 CHF 202,870 CHF 98.80% 98.80%
22/11/2024 0.97% 1.03 CHF 1.04 CHF 600,000 200,000 600,000 200,000 614,697 CHF 206,899 CHF 99.37% 99.37%
20/11/2024 1.05% 0.95 CHF 0.96 CHF 600,000 200,000 600,000 200,000 569,895 CHF 191,965 CHF 99.03% 99.03%
19/11/2024 1.06% 0.94 CHF 0.95 CHF 600,000 200,000 600,000 200,000 565,674 CHF 190,558 CHF 99.37% 99.37%
18/11/2024 1.08% 0.92 CHF 0.93 CHF 600,000 200,000 600,000 200,000 552,928 CHF 186,309 CHF 97.61% 97.61%
15/11/2024 1.12% 0.94 CHF 0.95 CHF 600,000 200,000 600,000 200,000 532,435 CHF 179,478 CHF 98.88% 98.88%
14/11/2024 1.12% 0.89 CHF 0.90 CHF 600,000 200,000 600,000 200,000 533,672 CHF 179,891 CHF 99.37% 99.37%
13/11/2024 1.17% 0.87 CHF 0.88 CHF 600,000 200,000 600,000 200,000 507,959 CHF 171,320 CHF 93.70% 93.70%
12/11/2024 1.17% 0.86 CHF 0.87 CHF 600,000 200,000 600,000 200,000 508,470 CHF 171,490 CHF 96.89% 96.89%
11/11/2024 1.27% 0.80 CHF 0.81 CHF 600,000 200,000 600,000 200,000 467,962 CHF 157,987 CHF 99.34% 99.34%

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