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 0.87% 1.19 CHF 1.20 CHF 310,000 310,000 137,355 137,355 161,565 CHF 162,941 CHF 99.90% 99.90%
19/11/2024 0.88% 1.16 CHF 1.17 CHF 305,000 305,000 132,787 132,787 153,973 CHF 155,303 CHF 100.00% 100.00%
18/11/2024 0.90% 1.16 CHF 1.17 CHF 305,000 305,000 133,019 133,019 151,790 CHF 153,122 CHF 99.90% 99.90%
15/11/2024 0.90% 1.13 CHF 1.14 CHF 295,000 295,000 116,871 116,871 131,799 CHF 132,970 CHF 99.45% 99.45%
14/11/2024 0.90% 1.13 CHF 1.14 CHF 295,000 295,000 131,694 131,694 148,668 CHF 149,987 CHF 100.00% 100.00%
13/11/2024 0.91% 1.12 CHF 1.13 CHF 295,000 295,000 131,709 131,709 147,284 CHF 148,604 CHF 100.00% 100.00%
12/11/2024 0.91% 1.12 CHF 1.13 CHF 295,000 295,000 131,918 131,918 147,309 CHF 148,631 CHF 99.85% 99.85%
11/11/2024 0.91% 1.11 CHF 1.12 CHF 295,000 295,000 132,694 132,694 148,166 CHF 149,495 CHF 99.55% 99.55%
08/11/2024 0.91% 1.12 CHF 1.13 CHF 300,000 300,000 135,235 135,235 151,225 CHF 152,580 CHF 99.46% 99.46%
07/11/2024 0.91% 1.12 CHF 1.13 CHF 300,000 300,000 130,877 130,877 146,435 CHF 147,746 CHF 99.90% 99.90%

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