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% 1.12 CHF 1.13 CHF 275,000 275,000 268,991 268,991 297,933 CHF 300,623 CHF 99.47% 99.47%
19/11/2024 0.93% 1.08 CHF 1.09 CHF 265,000 265,000 260,823 260,823 279,485 CHF 282,093 CHF 100.00% 100.00%
18/11/2024 0.95% 1.05 CHF 1.06 CHF 255,000 255,000 253,757 253,757 265,457 CHF 267,994 CHF 100.00% 100.00%
15/11/2024 0.96% 1.04 CHF 1.05 CHF 255,000 255,000 253,095 253,095 263,547 CHF 266,078 CHF 100.00% 100.00%
14/11/2024 0.94% 1.04 CHF 1.05 CHF 255,000 255,000 254,941 254,941 268,572 CHF 271,121 CHF 98.97% 98.97%
13/11/2024 0.95% 1.06 CHF 1.07 CHF 260,000 260,000 255,166 255,166 268,218 CHF 270,770 CHF 100.00% 100.00%
12/11/2024 1.00% 1.04 CHF 1.05 CHF 255,000 255,000 244,557 244,557 248,754 CHF 251,206 CHF 96.13% 96.13%
11/11/2024 0.97% 1.02 CHF 1.03 CHF 250,000 250,000 248,429 248,429 254,239 CHF 256,724 CHF 99.24% 99.24%
08/11/2024 0.97% 1.02 CHF 1.03 CHF 250,000 250,000 248,143 248,143 253,884 CHF 256,366 CHF 94.31% 94.31%
07/11/2024 0.98% 1.00 CHF 1.01 CHF 240,000 240,000 243,383 243,383 246,527 CHF 248,961 CHF 99.40% 99.40%

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