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 0.98% 1.03 CHF 1.04 CHF 200,000 200,000 200,000 200,000 203,828 CHF 205,828 CHF 99.81% 99.81%
19/11/2024 0.93% 1.06 CHF 1.07 CHF 200,000 200,000 200,000 200,000 214,188 CHF 216,188 CHF 99.72% 99.72%
18/11/2024 0.96% 1.04 CHF 1.05 CHF 200,000 200,000 200,000 200,000 207,656 CHF 209,656 CHF 99.71% 99.71%
15/11/2024 1.00% 1.02 CHF 1.03 CHF 200,000 200,000 200,000 200,000 199,677 CHF 201,677 CHF 99.81% 99.81%
14/11/2024 1.01% 0.97 CHF 0.98 CHF 200,000 200,000 200,000 200,000 196,636 CHF 198,636 CHF 99.81% 99.81%
13/11/2024 0.99% 1.01 CHF 1.02 CHF 200,000 200,000 200,000 200,000 200,458 CHF 202,458 CHF 99.81% 99.81%
12/11/2024 1.04% 1.00 CHF 1.01 CHF 200,000 200,000 200,000 200,000 191,795 CHF 193,795 CHF 99.51% 99.51%
11/11/2024 1.08% 0.92 CHF 0.93 CHF 200,000 200,000 200,000 200,000 185,040 CHF 187,040 CHF 99.72% 99.72%
08/11/2024 1.03% 0.96 CHF 0.97 CHF 200,000 200,000 200,000 200,000 192,923 CHF 194,923 CHF 99.81% 99.81%
07/11/2024 1.06% 0.93 CHF 0.94 CHF 200,000 200,000 200,000 200,000 187,777 CHF 189,777 CHF 95.69% 95.69%

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