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 0.90% 1.08 CHF 1.09 CHF 305,000 305,000 299,946 299,946 332,871 CHF 335,871 CHF 100.00% 100.00%
19/11/2024 0.90% 1.10 CHF 1.11 CHF 300,000 300,000 300,114 300,114 330,431 CHF 333,432 CHF 99.29% 99.29%
18/11/2024 0.80% 1.22 CHF 1.23 CHF 290,000 290,000 288,156 288,156 359,844 CHF 362,726 CHF 100.00% 100.00%
15/11/2024 0.77% 1.29 CHF 1.30 CHF 285,000 285,000 283,481 283,481 368,376 CHF 371,211 CHF 100.00% 100.00%
14/11/2024 0.73% 1.31 CHF 1.32 CHF 285,000 285,000 278,056 278,056 377,596 CHF 380,376 CHF 99.39% 99.39%
13/11/2024 0.88% 1.13 CHF 1.14 CHF 300,000 300,000 297,580 297,580 335,246 CHF 338,222 CHF 100.00% 100.00%
12/11/2024 0.84% 1.11 CHF 1.12 CHF 300,000 300,000 291,924 291,924 348,113 CHF 351,032 CHF 99.27% 99.27%
11/11/2024 0.78% 1.27 CHF 1.28 CHF 285,000 285,000 283,825 283,825 363,345 CHF 366,183 CHF 100.00% 100.00%
08/11/2024 0.80% 1.22 CHF 1.23 CHF 290,000 290,000 287,691 287,691 358,118 CHF 360,995 CHF 98.89% 98.89%
07/11/2024 0.78% 1.32 CHF 1.33 CHF 280,000 280,000 283,394 283,394 362,829 CHF 365,663 CHF 100.00% 100.00%

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