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
22/11/2024 1.77% 0.74 CHF 0.75 CHF 250,000 250,000 129,888 129,358 92,841 CHF 94,002 CHF 99.55% 99.55%
20/11/2024 1.78% 0.70 CHF 0.71 CHF 250,000 250,000 129,992 129,464 90,262 CHF 91,413 CHF 99.25% 99.25%
19/11/2024 1.67% 0.67 CHF 0.68 CHF 250,000 250,000 130,239 129,707 88,775 CHF 89,840 CHF 98.43% 98.43%
18/11/2024 1.85% 0.72 CHF 0.73 CHF 250,000 250,000 129,199 129,199 94,285 CHF 95,915 CHF 98.63% 98.63%
15/11/2024 1.50% 0.71 CHF 0.72 CHF 250,000 250,000 130,951 130,433 93,881 CHF 94,893 CHF 95.91% 95.91%
14/11/2024 1.45% 0.74 CHF 0.75 CHF 250,000 250,000 129,532 129,532 97,312 CHF 98,698 CHF 98.94% 98.94%
13/11/2024 1.50% 0.75 CHF 0.76 CHF 250,000 250,000 134,867 134,867 98,964 CHF 100,408 CHF 88.74% 88.74%
12/11/2024 1.57% 0.72 CHF 0.73 CHF 250,000 250,000 130,506 130,506 95,478 CHF 96,919 CHF 95.80% 95.80%
11/11/2024 1.68% 0.73 CHF 0.74 CHF 250,000 250,000 129,884 129,355 90,710 CHF 91,787 CHF 99.16% 99.16%
08/11/2024 1.85% 0.66 CHF 0.67 CHF 250,000 250,000 130,282 129,754 83,317 CHF 84,442 CHF 98.29% 98.29%

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