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 0.83% 1.21 CHF 1.22 CHF 200,000 200,000 200,000 200,000 240,388 CHF 242,388 CHF 99.81% 99.81%
19/11/2024 0.79% 1.24 CHF 1.25 CHF 200,000 200,000 200,000 200,000 250,871 CHF 252,871 CHF 99.72% 99.72%
18/11/2024 0.82% 1.22 CHF 1.23 CHF 200,000 200,000 200,000 200,000 244,319 CHF 246,319 CHF 99.71% 99.71%
15/11/2024 0.84% 1.20 CHF 1.21 CHF 200,000 200,000 200,000 200,000 236,335 CHF 238,335 CHF 99.81% 99.81%
14/11/2024 0.85% 1.15 CHF 1.16 CHF 200,000 200,000 200,000 200,000 233,147 CHF 235,147 CHF 99.81% 99.81%
13/11/2024 0.84% 1.20 CHF 1.21 CHF 200,000 200,000 200,000 200,000 237,159 CHF 239,159 CHF 99.81% 99.81%
12/11/2024 0.87% 1.18 CHF 1.19 CHF 200,000 200,000 200,000 200,000 228,347 CHF 230,347 CHF 99.50% 99.50%
11/11/2024 0.90% 1.11 CHF 1.12 CHF 200,000 200,000 200,000 200,000 221,685 CHF 223,685 CHF 99.72% 99.72%
08/11/2024 0.87% 1.14 CHF 1.15 CHF 200,000 200,000 200,000 200,000 229,340 CHF 231,340 CHF 99.81% 99.81%
07/11/2024 0.89% 1.12 CHF 1.13 CHF 200,000 200,000 200,000 200,000 224,370 CHF 226,370 CHF 95.69% 95.69%

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