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 1.03% 0.94 CHF 0.95 CHF 115,000 115,000 110,508 110,508 106,674 CHF 107,780 CHF 99.30% 99.30%
19/11/2024 1.06% 0.93 CHF 0.94 CHF 115,000 115,000 113,801 113,801 106,585 CHF 107,723 CHF 99.81% 99.81%
18/11/2024 1.01% 1.00 CHF 1.01 CHF 110,000 110,000 109,546 109,546 107,693 CHF 108,789 CHF 99.89% 99.89%
15/11/2024 1.01% 0.98 CHF 0.99 CHF 110,000 110,000 109,546 109,546 107,475 CHF 108,570 CHF 99.99% 99.99%
14/11/2024 1.05% 0.97 CHF 0.98 CHF 110,000 110,000 111,612 111,612 105,857 CHF 106,974 CHF 98.54% 98.54%
13/11/2024 1.03% 0.93 CHF 0.94 CHF 115,000 115,000 110,688 110,688 107,099 CHF 108,206 CHF 99.42% 99.42%
12/11/2024 1.03% 0.91 CHF 0.92 CHF 115,000 115,000 110,418 110,418 106,430 CHF 107,534 CHF 99.79% 99.79%
11/11/2024 0.95% 1.03 CHF 1.04 CHF 110,000 110,000 109,546 109,546 114,546 CHF 115,642 CHF 100.00% 100.00%
08/11/2024 0.99% 0.99 CHF 1.00 CHF 110,000 110,000 109,542 109,542 110,594 CHF 111,690 CHF 99.04% 99.04%
07/11/2024 0.95% 1.05 CHF 1.06 CHF 110,000 110,000 109,543 109,543 115,394 CHF 116,490 CHF 99.20% 99.20%

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