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 0.84% 1.19 CHF 1.20 CHF 196,000 196,000 195,633 195,633 231,087 CHF 233,044 CHF 100.00% 100.00%
19/11/2024 0.85% 1.19 CHF 1.20 CHF 196,000 196,000 195,585 195,585 230,027 CHF 231,983 CHF 100.00% 100.00%
18/11/2024 0.90% 1.10 CHF 1.11 CHF 192,000 192,000 192,000 192,000 211,768 CHF 213,688 CHF 100.00% 100.00%
15/11/2024 0.90% 1.14 CHF 1.15 CHF 194,000 194,000 192,124 192,124 213,081 CHF 215,002 CHF 100.00% 100.00%
14/11/2024 0.91% 1.07 CHF 1.08 CHF 190,000 190,000 191,384 191,384 209,688 CHF 211,602 CHF 100.00% 100.00%
13/11/2024 0.88% 1.14 CHF 1.15 CHF 194,000 194,000 193,068 193,068 218,458 CHF 220,389 CHF 100.00% 100.00%
12/11/2024 0.90% 1.12 CHF 1.13 CHF 192,000 192,000 192,000 192,000 212,984 CHF 214,904 CHF 99.85% 99.85%
11/11/2024 0.95% 1.06 CHF 1.07 CHF 190,000 190,000 188,572 188,572 197,657 CHF 199,543 CHF 99.71% 99.71%
08/11/2024 0.94% 1.06 CHF 1.07 CHF 190,000 190,000 189,360 189,360 199,721 CHF 201,615 CHF 100.00% 100.00%
07/11/2024 0.97% 1.04 CHF 1.05 CHF 188,000 188,000 188,000 188,000 192,870 CHF 194,750 CHF 100.00% 100.00%

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