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 1.08% 0.95 CHF 0.96 CHF 130,000 130,000 63,783 63,783 60,156 CHF 60,795 CHF 99.41% 99.41%
19/11/2024 1.11% 0.90 CHF 0.91 CHF 130,000 130,000 61,457 61,457 56,085 CHF 56,704 CHF 100.00% 100.00%
18/11/2024 1.00% 1.00 CHF 1.01 CHF 130,000 130,000 55,101 55,101 55,774 CHF 56,326 CHF 99.85% 99.85%
15/11/2024 1.04% 0.98 CHF 0.99 CHF 130,000 130,000 60,747 60,747 59,765 CHF 60,374 CHF 99.72% 99.72%
14/11/2024 0.97% 1.04 CHF 1.05 CHF 120,000 120,000 53,416 53,416 56,451 CHF 56,988 CHF 98.61% 98.61%
13/11/2024 1.01% 1.06 CHF 1.07 CHF 120,000 120,000 58,634 58,634 60,242 CHF 60,831 CHF 100.00% 100.00%
12/11/2024 1.01% 1.02 CHF 1.03 CHF 130,000 130,000 56,811 56,811 58,396 CHF 58,968 CHF 99.19% 99.19%
11/11/2024 1.11% 1.02 CHF 1.03 CHF 130,000 130,000 62,953 62,953 60,242 CHF 60,877 CHF 99.90% 99.90%
08/11/2024 1.25% 0.87 CHF 0.88 CHF 140,000 140,000 65,510 65,510 54,596 CHF 55,254 CHF 99.06% 99.06%
07/11/2024 1.22% 0.85 CHF 0.86 CHF 140,000 140,000 65,344 65,344 55,152 CHF 55,808 CHF 99.68% 99.68%

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