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 2.11% 1.09 CHF 1.10 CHF 195,000 195,000 86,993 86,993 95,174 CHF 96,749 CHF 99.89% 99.89%
19/11/2024 2.08% 1.11 CHF 1.12 CHF 195,000 195,000 80,362 80,362 90,902 CHF 92,346 CHF 100.00% 100.00%
18/11/2024 1.58% 1.17 CHF 1.18 CHF 200,000 200,000 89,570 89,570 107,612 CHF 109,014 CHF 99.89% 99.89%
15/11/2024 1.45% 1.23 CHF 1.24 CHF 205,000 205,000 91,450 91,450 112,900 CHF 114,287 CHF 99.89% 99.89%
14/11/2024 1.87% 1.20 CHF 1.21 CHF 200,000 200,000 68,843 68,843 82,087 CHF 83,123 CHF 100.00% 100.00%
13/11/2024 2.10% 1.15 CHF 1.16 CHF 200,000 200,000 87,829 87,829 98,368 CHF 99,952 CHF 100.00% 100.00%
12/11/2024 2.22% 1.11 CHF 1.12 CHF 195,000 195,000 86,091 86,091 91,384 CHF 92,935 CHF 99.87% 99.87%
11/11/2024 2.37% 1.03 CHF 1.04 CHF 190,000 190,000 83,933 83,933 83,285 CHF 84,799 CHF 99.63% 99.63%
08/11/2024 2.35% 1.00 CHF 1.01 CHF 190,000 190,000 85,022 85,022 84,422 CHF 85,962 CHF 100.00% 100.00%
07/11/2024 2.24% 1.00 CHF 1.01 CHF 190,000 190,000 85,397 85,397 87,170 CHF 88,719 CHF 100.00% 100.00%

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