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 1.04% 0.91 CHF 0.92 CHF 190,000 190,000 104,398 104,398 100,847 CHF 101,893 CHF 99.77% 99.77%
19/11/2024 1.28% 0.95 CHF 0.96 CHF 190,000 190,000 101,098 101,098 90,180 CHF 91,314 CHF 99.54% 99.54%
18/11/2024 1.17% 0.89 CHF 0.90 CHF 200,000 200,000 115,545 115,545 100,448 CHF 101,605 CHF 99.90% 99.90%
15/11/2024 1.13% 0.81 CHF 0.82 CHF 200,000 200,000 108,547 108,547 96,441 CHF 97,529 CHF 99.68% 99.68%
14/11/2024 1.04% 0.94 CHF 0.95 CHF 180,000 180,000 95,011 95,011 96,200 CHF 97,186 CHF 100.00% 100.00%
13/11/2024 0.94% 1.05 CHF 1.06 CHF 180,000 180,000 95,903 95,903 104,380 CHF 105,343 CHF 100.00% 100.00%
12/11/2024 0.96% 1.07 CHF 1.08 CHF 180,000 180,000 96,812 96,812 104,534 CHF 105,506 CHF 99.90% 99.90%
11/11/2024 0.99% 1.06 CHF 1.07 CHF 180,000 180,000 102,150 102,150 106,085 CHF 107,110 CHF 99.90% 99.90%
08/11/2024 0.98% 1.02 CHF 1.03 CHF 180,000 180,000 96,887 96,887 101,884 CHF 102,858 CHF 98.77% 98.77%
07/11/2024 1.02% 1.04 CHF 1.05 CHF 190,000 190,000 106,586 106,586 108,190 CHF 109,260 CHF 100.00% 100.00%

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