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 0.76% 1.30 CHF 1.31 CHF 600,000 200,000 600,000 200,000 785,274 CHF 263,758 CHF 98.85% 98.85%
19/11/2024 0.73% 1.33 CHF 1.34 CHF 600,000 200,000 600,000 200,000 814,398 CHF 273,466 CHF 96.15% 96.15%
18/11/2024 0.71% 1.39 CHF 1.40 CHF 600,000 200,000 600,000 200,000 845,630 CHF 283,877 CHF 97.29% 97.29%
15/11/2024 0.69% 1.44 CHF 1.45 CHF 600,000 200,000 600,000 200,000 869,320 CHF 291,773 CHF 95.87% 95.87%
14/11/2024 0.71% 1.41 CHF 1.42 CHF 600,000 200,000 600,000 200,000 842,914 CHF 282,971 CHF 99.58% 99.58%
13/11/2024 0.75% 1.36 CHF 1.37 CHF 600,000 200,000 600,000 200,000 792,904 CHF 266,301 CHF 98.75% 98.75%
12/11/2024 0.79% 1.32 CHF 1.33 CHF 600,000 200,000 600,000 200,000 757,716 CHF 254,572 CHF 99.36% 99.36%
11/11/2024 0.84% 1.24 CHF 1.25 CHF 600,000 200,000 600,000 200,000 715,478 CHF 240,493 CHF 99.37% 99.37%
08/11/2024 0.83% 1.21 CHF 1.22 CHF 600,000 200,000 600,000 200,000 718,618 CHF 241,539 CHF 98.21% 98.21%
07/11/2024 0.80% 1.21 CHF 1.22 CHF 600,000 200,000 600,000 200,000 744,979 CHF 250,326 CHF 98.64% 98.64%

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