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 0.91% 1.02 CHF 1.03 CHF 180,000 180,000 81,867 81,867 89,243 CHF 90,065 CHF 98.66% 98.66%
19/11/2024 0.99% 1.10 CHF 1.11 CHF 180,000 180,000 85,588 85,588 88,057 CHF 88,915 CHF 99.18% 99.18%
18/11/2024 0.89% 1.11 CHF 1.12 CHF 180,000 180,000 84,044 84,044 95,615 CHF 96,458 CHF 99.19% 99.19%
15/11/2024 0.76% 1.16 CHF 1.17 CHF 170,000 170,000 77,772 77,772 102,230 CHF 103,014 CHF 97.37% 97.37%
14/11/2024 0.64% 1.50 CHF 1.51 CHF 170,000 170,000 70,421 70,421 111,228 CHF 111,936 CHF 98.22% 98.22%
13/11/2024 0.75% 1.50 CHF 1.51 CHF 170,000 170,000 77,891 77,891 108,642 CHF 109,425 CHF 98.50% 98.50%
12/11/2024 0.80% 1.24 CHF 1.25 CHF 170,000 170,000 79,391 79,391 100,535 CHF 101,331 CHF 98.98% 98.98%
11/11/2024 0.77% 1.27 CHF 1.28 CHF 170,000 170,000 78,551 78,551 103,815 CHF 104,604 CHF 98.94% 98.94%
08/11/2024 0.75% 1.34 CHF 1.35 CHF 170,000 170,000 78,892 78,892 107,025 CHF 107,817 CHF 99.31% 99.31%
07/11/2024 0.80% 1.42 CHF 1.43 CHF 180,000 180,000 82,630 82,630 110,513 CHF 111,344 CHF 98.67% 98.67%

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