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 0.81% 1.18 CHF 1.19 CHF 900,000 300,000 900,000 300,000 1,100,040 CHF 369,682 CHF 99.37% 99.37%
19/11/2024 0.83% 1.18 CHF 1.19 CHF 900,000 300,000 900,000 300,000 1,074,060 CHF 361,019 CHF 99.38% 99.38%
18/11/2024 0.84% 1.21 CHF 1.22 CHF 900,000 300,000 900,000 300,000 1,064,640 CHF 357,879 CHF 99.26% 99.26%
15/11/2024 0.86% 1.18 CHF 1.19 CHF 900,000 300,000 900,000 300,000 1,037,810 CHF 348,937 CHF 99.37% 99.37%
14/11/2024 0.92% 1.13 CHF 1.14 CHF 900,000 300,000 900,000 300,000 978,206 CHF 329,069 CHF 99.36% 99.36%
13/11/2024 0.97% 1.04 CHF 1.05 CHF 900,000 300,000 900,000 300,000 924,811 CHF 311,270 CHF 99.36% 99.36%
12/11/2024 0.97% 0.97 CHF 0.98 CHF 900,000 300,000 900,000 300,000 919,552 CHF 309,517 CHF 99.38% 99.38%
11/11/2024 0.91% 1.10 CHF 1.11 CHF 900,000 300,000 900,000 300,000 981,476 CHF 330,159 CHF 99.38% 99.38%
08/11/2024 0.99% 1.00 CHF 1.01 CHF 900,000 300,000 900,000 300,000 907,752 CHF 305,584 CHF 99.38% 99.38%
07/11/2024 0.91% 1.08 CHF 1.09 CHF 900,000 300,000 900,000 300,000 984,532 CHF 331,177 CHF 98.38% 98.38%

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