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 0.70% 1.43 CHF 1.44 CHF 90,000 90,000 88,786 88,786 127,913 CHF 128,802 CHF 97.52% 97.52%
19/11/2024 0.77% 1.40 CHF 1.41 CHF 90,000 90,000 84,305 84,305 116,357 CHF 117,206 CHF 92.89% 92.89%
18/11/2024 0.66% 1.51 CHF 1.52 CHF 90,000 90,000 88,876 88,876 135,507 CHF 136,397 CHF 99.82% 99.82%
15/11/2024 0.62% 1.56 CHF 1.57 CHF 80,000 80,000 79,851 79,851 128,768 CHF 129,567 CHF 82.41% 82.41%
14/11/2024 0.62% 1.67 CHF 1.68 CHF 80,000 80,000 79,924 79,924 128,274 CHF 129,074 CHF 87.35% 87.35%
13/11/2024 0.64% 1.55 CHF 1.56 CHF 80,000 80,000 80,549 80,549 125,467 CHF 126,273 CHF 86.73% 86.73%
12/11/2024 0.64% 1.51 CHF 1.52 CHF 90,000 90,000 80,850 80,850 126,391 CHF 127,200 CHF 85.75% 85.75%
11/11/2024 0.65% 1.57 CHF 1.58 CHF 80,000 80,000 81,373 81,373 125,719 CHF 126,533 CHF 86.00% 86.00%
08/11/2024 0.67% 1.50 CHF 1.51 CHF 90,000 90,000 87,347 87,347 130,450 CHF 131,325 CHF 82.69% 82.69%
07/11/2024 0.65% 1.52 CHF 1.53 CHF 90,000 90,000 79,543 79,543 123,482 CHF 124,278 CHF 80.38% 80.38%

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