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 0.89% 1.10 CHF 1.11 CHF 600,000 200,000 600,000 200,000 672,745 CHF 226,248 CHF 89.44% 89.44%
19/11/2024 0.93% 1.07 CHF 1.08 CHF 600,000 200,000 600,000 200,000 642,942 CHF 216,314 CHF 90.49% 90.49%
18/11/2024 0.91% 1.12 CHF 1.13 CHF 600,000 200,000 600,000 200,000 659,800 CHF 221,933 CHF 88.90% 88.90%
15/11/2024 0.85% 1.13 CHF 1.14 CHF 600,000 200,000 600,000 200,000 703,996 CHF 236,666 CHF 86.18% 86.18%
14/11/2024 0.84% 1.20 CHF 1.21 CHF 600,000 200,000 600,000 200,000 707,825 CHF 237,942 CHF 89.16% 89.16%
13/11/2024 0.85% 1.16 CHF 1.17 CHF 600,000 200,000 600,000 200,000 703,843 CHF 236,614 CHF 83.48% 83.48%
12/11/2024 0.83% 1.16 CHF 1.17 CHF 600,000 200,000 600,000 200,000 723,644 CHF 243,215 CHF 91.62% 91.62%
11/11/2024 0.76% 1.31 CHF 1.32 CHF 600,000 200,000 600,000 200,000 782,177 CHF 262,726 CHF 92.97% 92.97%
08/11/2024 0.82% 1.18 CHF 1.19 CHF 600,000 200,000 600,000 200,000 732,593 CHF 246,198 CHF 88.02% 88.02%
07/11/2024 0.80% 1.28 CHF 1.29 CHF 600,000 200,000 600,000 200,000 751,456 CHF 252,485 CHF 95.27% 95.27%

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