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 3.89% 1.21 CHF 1.24 CHF 200,000 200,000 74,751 74,751 96,036 CHF 99,218 CHF 99.61% 99.61%
19/11/2024 4.12% 1.23 CHF 1.26 CHF 200,000 200,000 79,993 79,993 98,528 CHF 101,828 CHF 86.44% 86.44%
18/11/2024 4.04% 1.34 CHF 1.37 CHF 200,000 200,000 74,748 74,748 97,947 CHF 101,129 CHF 99.57% 99.57%
15/11/2024 3.43% 1.33 CHF 1.36 CHF 100,000 100,000 37,360 37,360 54,494 CHF 56,085 CHF 99.60% 99.60%
14/11/2024 3.28% 1.61 CHF 1.64 CHF 100,000 100,000 37,373 37,373 60,598 CHF 62,189 CHF 99.59% 99.59%
13/11/2024 3.51% 1.48 CHF 1.51 CHF 100,000 100,000 37,798 37,798 55,562 CHF 57,162 CHF 97.23% 97.23%
12/11/2024 3.76% 1.47 CHF 1.50 CHF 200,000 200,000 75,657 75,657 107,337 CHF 110,539 CHF 96.99% 96.99%
11/11/2024 3.44% 1.40 CHF 1.43 CHF 100,000 100,000 37,365 37,365 56,553 CHF 58,144 CHF 99.58% 99.58%
08/11/2024 3.30% 1.56 CHF 1.59 CHF 100,000 100,000 37,358 37,358 59,686 CHF 61,276 CHF 99.60% 99.60%
07/11/2024 3.50% 1.62 CHF 1.65 CHF 200,000 200,000 74,731 74,731 113,944 CHF 117,125 CHF 99.61% 99.61%

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