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 0.80% 1.28 CHF 1.29 CHF 250,000 100,000 250,000 100,000 312,258 CHF 125,903 CHF 99.38% 99.38%
19/11/2024 0.79% 1.27 CHF 1.28 CHF 250,000 100,000 250,000 100,000 315,058 CHF 127,023 CHF 99.38% 99.38%
18/11/2024 0.83% 1.21 CHF 1.22 CHF 250,000 100,000 250,000 100,000 299,783 CHF 120,913 CHF 99.38% 99.38%
15/11/2024 0.87% 1.18 CHF 1.19 CHF 250,000 100,000 250,000 100,000 287,399 CHF 115,959 CHF 99.37% 99.37%
14/11/2024 0.94% 1.03 CHF 1.04 CHF 250,000 100,000 250,000 100,000 263,938 CHF 106,575 CHF 99.38% 99.38%
13/11/2024 0.99% 1.02 CHF 1.03 CHF 250,000 100,000 250,000 100,000 250,544 CHF 101,218 CHF 99.38% 99.38%
12/11/2024 0.98% 1.03 CHF 1.04 CHF 250,000 100,000 250,000 100,000 253,201 CHF 102,280 CHF 99.11% 99.11%
11/11/2024 1.04% 0.96 CHF 0.97 CHF 250,000 100,000 250,000 100,000 239,255 CHF 96,702 CHF 99.38% 99.38%
08/11/2024 1.00% 1.02 CHF 1.03 CHF 250,000 100,000 250,000 100,000 250,026 CHF 101,010 CHF 99.38% 99.38%
07/11/2024 1.04% 0.95 CHF 0.96 CHF 250,000 100,000 250,000 100,000 239,483 CHF 96,793 CHF 98.69% 98.69%

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