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 0.83% 1.22 CHF 1.23 CHF 275,000 275,000 268,991 268,991 324,183 CHF 326,873 CHF 99.47% 99.47%
19/11/2024 0.85% 1.18 CHF 1.19 CHF 265,000 265,000 260,824 260,824 304,944 CHF 307,552 CHF 100.00% 100.00%
18/11/2024 0.87% 1.15 CHF 1.16 CHF 255,000 255,000 253,757 253,757 290,498 CHF 293,036 CHF 100.00% 100.00%
15/11/2024 0.87% 1.14 CHF 1.15 CHF 255,000 255,000 253,095 253,095 288,542 CHF 291,073 CHF 100.00% 100.00%
14/11/2024 0.87% 1.14 CHF 1.15 CHF 255,000 255,000 254,940 254,940 293,172 CHF 295,722 CHF 99.33% 99.33%
13/11/2024 0.87% 1.16 CHF 1.17 CHF 260,000 260,000 255,166 255,166 293,194 CHF 295,745 CHF 100.00% 100.00%
12/11/2024 0.91% 1.14 CHF 1.15 CHF 255,000 255,000 244,730 244,730 272,628 CHF 275,081 CHF 99.86% 99.86%
11/11/2024 0.89% 1.12 CHF 1.13 CHF 250,000 250,000 248,429 248,429 278,456 CHF 280,940 CHF 99.24% 99.24%
08/11/2024 0.89% 1.12 CHF 1.13 CHF 250,000 250,000 248,184 248,184 278,244 CHF 280,726 CHF 99.00% 99.00%
07/11/2024 0.90% 1.09 CHF 1.10 CHF 240,000 240,000 243,383 243,383 270,401 CHF 272,835 CHF 99.40% 99.40%

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