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 0.85% 1.16 CHF 1.17 CHF 500,000 150,000 500,000 150,000 586,040 CHF 177,312 CHF 99.38% 99.38%
19/11/2024 0.87% 1.17 CHF 1.18 CHF 500,000 150,000 500,000 150,000 574,451 CHF 173,835 CHF 99.37% 99.37%
18/11/2024 0.85% 1.18 CHF 1.19 CHF 500,000 150,000 500,000 150,000 582,939 CHF 176,382 CHF 99.37% 99.37%
15/11/2024 0.80% 1.22 CHF 1.23 CHF 500,000 150,000 500,000 150,000 620,273 CHF 187,582 CHF 99.34% 99.34%
14/11/2024 0.77% 1.36 CHF 1.37 CHF 500,000 150,000 500,000 150,000 649,883 CHF 196,465 CHF 99.37% 99.37%
13/11/2024 0.79% 1.26 CHF 1.27 CHF 500,000 150,000 500,000 150,000 627,965 CHF 189,890 CHF 99.38% 99.38%
12/11/2024 0.75% 1.31 CHF 1.32 CHF 500,000 150,000 500,000 150,000 667,423 CHF 201,727 CHF 99.14% 99.14%
11/11/2024 0.71% 1.39 CHF 1.40 CHF 500,000 150,000 500,000 150,000 698,067 CHF 210,920 CHF 99.13% 99.13%
08/11/2024 0.72% 1.37 CHF 1.38 CHF 500,000 150,000 500,000 150,000 692,120 CHF 209,136 CHF 99.38% 99.38%
07/11/2024 0.70% 1.37 CHF 1.38 CHF 500,000 150,000 500,000 150,000 711,486 CHF 214,946 CHF 98.56% 98.56%

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