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 1.01% 0.88 CHF 0.89 CHF 100,000 100,000 99,994 99,994 98,818 CHF 99,818 CHF 100.00% 100.00%
19/11/2024 1.12% 0.92 CHF 0.93 CHF 90,000 90,000 89,995 89,995 80,297 CHF 81,197 CHF 100.00% 100.00%
18/11/2024 0.96% 1.08 CHF 1.09 CHF 90,000 90,000 89,803 89,803 93,518 CHF 94,418 CHF 99.06% 99.06%
15/11/2024 0.85% 1.10 CHF 1.11 CHF 90,000 90,000 90,000 90,000 105,396 CHF 106,296 CHF 100.00% 100.00%
14/11/2024 0.86% 1.26 CHF 1.27 CHF 100,000 100,000 99,991 99,991 116,220 CHF 117,220 CHF 99.08% 99.08%
13/11/2024 1.10% 0.88 CHF 0.89 CHF 100,000 100,000 99,999 99,999 90,380 CHF 91,380 CHF 100.00% 100.00%
12/11/2024 0.87% 0.94 CHF 0.95 CHF 90,000 90,000 89,993 89,993 103,060 CHF 103,960 CHF 100.00% 100.00%
11/11/2024 0.72% 1.36 CHF 1.37 CHF 90,000 90,000 90,000 90,000 124,263 CHF 125,163 CHF 100.00% 100.00%
08/11/2024 0.82% 1.16 CHF 1.17 CHF 90,000 90,000 90,000 90,000 109,215 CHF 110,115 CHF 100.00% 100.00%
07/11/2024 0.75% 1.39 CHF 1.40 CHF 100,000 100,000 99,993 99,993 132,834 CHF 133,834 CHF 99.67% 99.67%

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