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 0.89% 1.16 CHF 1.17 CHF 300,000 100,000 300,000 100,000 337,452 CHF 113,484 CHF 99.36% 99.36%
19/11/2024 0.85% 1.16 CHF 1.17 CHF 300,000 100,000 300,000 100,000 352,230 CHF 118,410 CHF 99.37% 99.37%
18/11/2024 0.87% 1.12 CHF 1.13 CHF 300,000 100,000 300,000 100,000 342,137 CHF 115,046 CHF 96.59% 96.59%
15/11/2024 0.83% 1.19 CHF 1.20 CHF 300,000 100,000 300,000 100,000 358,584 CHF 120,528 CHF 99.38% 99.38%
14/11/2024 0.80% 1.22 CHF 1.23 CHF 300,000 100,000 300,000 100,000 374,609 CHF 125,870 CHF 99.37% 99.37%
13/11/2024 0.77% 1.30 CHF 1.31 CHF 300,000 100,000 300,000 100,000 389,586 CHF 130,862 CHF 96.88% 96.88%
12/11/2024 0.81% 1.31 CHF 1.32 CHF 300,000 100,000 300,000 100,000 368,704 CHF 123,901 CHF 96.85% 96.85%
11/11/2024 0.89% 1.13 CHF 1.14 CHF 300,000 100,000 300,000 100,000 335,795 CHF 112,932 CHF 99.25% 99.25%
08/11/2024 0.85% 1.19 CHF 1.20 CHF 300,000 100,000 300,000 100,000 350,061 CHF 117,687 CHF 99.28% 99.28%
07/11/2024 0.88% 1.15 CHF 1.16 CHF 300,000 100,000 300,000 100,000 340,288 CHF 114,429 CHF 98.68% 98.68%

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