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 0.77% 1.27 CHF 1.28 CHF 315,000 315,000 110,279 110,279 142,878 CHF 143,982 CHF 99.78% 99.78%
19/11/2024 0.77% 1.32 CHF 1.33 CHF 325,000 325,000 111,933 111,933 148,381 CHF 149,501 CHF 100.00% 100.00%
18/11/2024 0.78% 1.31 CHF 1.32 CHF 320,000 320,000 110,129 110,129 144,215 CHF 145,317 CHF 99.90% 99.90%
15/11/2024 0.79% 1.30 CHF 1.31 CHF 320,000 320,000 109,477 109,477 141,512 CHF 142,608 CHF 100.00% 100.00%
14/11/2024 0.79% 1.25 CHF 1.26 CHF 310,000 310,000 105,382 105,382 134,107 CHF 135,162 CHF 100.00% 100.00%
13/11/2024 0.79% 1.28 CHF 1.29 CHF 315,000 315,000 109,311 109,311 140,032 CHF 141,126 CHF 100.00% 100.00%
12/11/2024 0.81% 1.27 CHF 1.28 CHF 315,000 315,000 109,244 109,244 137,822 CHF 138,916 CHF 100.00% 100.00%
11/11/2024 0.82% 1.20 CHF 1.21 CHF 310,000 310,000 107,630 107,630 131,869 CHF 132,946 CHF 99.77% 99.77%
08/11/2024 1.31% 1.22 CHF 1.23 CHF 315,000 315,000 87,354 87,354 108,247 CHF 109,231 CHF 99.21% 99.21%
07/11/2024 0.91% 1.07 CHF 1.08 CHF 295,000 295,000 102,778 102,778 112,497 CHF 113,526 CHF 99.85% 99.85%

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