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
22/11/2024 1.58% 1.29 CHF 1.31 CHF 100,000 100,000 99,101 99,101 124,807 CHF 126,789 CHF 100.00% 100.00%
20/11/2024 1.49% 1.33 CHF 1.35 CHF 92,500 92,500 92,748 92,748 123,372 CHF 125,227 CHF 100.00% 100.00%
19/11/2024 1.40% 1.38 CHF 1.40 CHF 88,200 88,200 89,033 89,033 126,349 CHF 128,129 CHF 99.88% 99.88%
18/11/2024 1.42% 1.42 CHF 1.44 CHF 93,100 93,100 93,024 93,024 130,358 CHF 132,218 CHF 100.00% 100.00%
15/11/2024 1.59% 1.38 CHF 1.40 CHF 133,900 133,900 129,926 129,926 162,118 CHF 164,717 CHF 100.00% 100.00%
14/11/2024 1.87% 1.05 CHF 1.07 CHF 123,300 123,300 123,062 123,062 130,553 CHF 133,014 CHF 100.00% 100.00%
13/11/2024 1.82% 1.06 CHF 1.08 CHF 124,200 124,200 124,857 124,857 136,220 CHF 138,718 CHF 100.00% 100.00%
12/11/2024 1.90% 1.03 CHF 1.05 CHF 116,700 116,700 117,310 117,310 122,416 CHF 124,762 CHF 99.90% 99.90%
11/11/2024 1.85% 1.08 CHF 1.10 CHF 113,800 113,800 113,893 113,893 121,771 CHF 124,049 CHF 100.00% 100.00%
08/11/2024 1.74% 1.12 CHF 1.14 CHF 113,600 113,600 114,057 114,057 129,991 CHF 132,272 CHF 98.93% 98.93%

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