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 0.87% 1.07 CHF 1.08 CHF 104,000 104,000 102,740 102,740 117,129 CHF 118,156 CHF 100.00% 100.00%
19/11/2024 0.86% 1.13 CHF 1.14 CHF 103,000 103,000 102,765 102,765 118,403 CHF 119,430 CHF 100.00% 100.00%
18/11/2024 0.90% 1.17 CHF 1.18 CHF 102,000 102,000 103,166 103,166 114,077 CHF 115,108 CHF 100.00% 100.00%
15/11/2024 0.73% 1.27 CHF 1.28 CHF 100,000 100,000 98,716 98,716 134,564 CHF 135,551 CHF 100.00% 100.00%
14/11/2024 0.66% 1.57 CHF 1.58 CHF 96,000 96,000 96,675 96,675 145,194 CHF 146,161 CHF 100.00% 100.00%
13/11/2024 0.87% 1.14 CHF 1.15 CHF 103,000 103,000 102,417 102,417 117,629 CHF 118,654 CHF 100.00% 100.00%
12/11/2024 0.82% 1.20 CHF 1.21 CHF 102,000 102,000 100,023 100,023 124,066 CHF 125,069 CHF 100.00% 100.00%
11/11/2024 0.83% 1.20 CHF 1.21 CHF 102,000 102,000 101,337 101,337 122,315 CHF 123,329 CHF 100.00% 100.00%
08/11/2024 0.88% 1.11 CHF 1.12 CHF 103,000 103,000 102,718 102,718 115,776 CHF 116,803 CHF 100.00% 100.00%
07/11/2024 0.89% 1.14 CHF 1.15 CHF 102,000 102,000 102,629 102,629 114,501 CHF 115,527 CHF 100.00% 100.00%

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