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 0.77% 1.28 CHF 1.29 CHF 200,000 200,000 200,000 200,000 257,943 CHF 259,943 CHF 99.81% 99.81%
19/11/2024 0.80% 1.25 CHF 1.26 CHF 200,000 200,000 200,000 200,000 248,012 CHF 250,012 CHF 99.72% 99.72%
18/11/2024 0.78% 1.28 CHF 1.29 CHF 200,000 200,000 200,000 200,000 255,129 CHF 257,129 CHF 99.71% 99.71%
15/11/2024 0.75% 1.30 CHF 1.31 CHF 200,000 200,000 200,000 200,000 264,570 CHF 266,570 CHF 99.81% 99.81%
14/11/2024 0.74% 1.35 CHF 1.36 CHF 200,000 200,000 200,000 200,000 268,340 CHF 270,340 CHF 99.81% 99.81%
13/11/2024 0.75% 1.31 CHF 1.32 CHF 200,000 200,000 200,000 200,000 264,835 CHF 266,835 CHF 99.81% 99.81%
12/11/2024 0.73% 1.33 CHF 1.34 CHF 200,000 200,000 200,000 200,000 274,157 CHF 276,157 CHF 99.51% 99.51%
11/11/2024 0.71% 1.41 CHF 1.42 CHF 200,000 200,000 200,000 200,000 281,398 CHF 283,398 CHF 99.72% 99.72%
08/11/2024 0.72% 1.38 CHF 1.39 CHF 200,000 200,000 200,000 200,000 275,061 CHF 277,061 CHF 99.81% 99.81%
07/11/2024 0.71% 1.41 CHF 1.42 CHF 200,000 200,000 200,000 200,000 280,806 CHF 282,806 CHF 95.69% 95.69%

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