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 0.84% 1.23 CHF 1.24 CHF 280,000 280,000 114,120 114,120 139,074 CHF 140,217 CHF 99.89% 99.89%
19/11/2024 0.87% 1.21 CHF 1.22 CHF 280,000 280,000 110,693 110,693 130,737 CHF 131,846 CHF 99.95% 99.95%
18/11/2024 0.86% 1.20 CHF 1.21 CHF 280,000 280,000 107,070 107,070 126,775 CHF 127,848 CHF 99.89% 99.89%
15/11/2024 0.88% 1.20 CHF 1.21 CHF 280,000 280,000 111,180 111,180 130,333 CHF 131,448 CHF 100.00% 100.00%
14/11/2024 0.90% 1.11 CHF 1.12 CHF 270,000 270,000 109,039 109,039 122,281 CHF 123,374 CHF 99.76% 99.76%
13/11/2024 0.84% 1.19 CHF 1.20 CHF 280,000 280,000 113,501 113,501 136,896 CHF 138,033 CHF 100.00% 100.00%
12/11/2024 0.87% 1.23 CHF 1.24 CHF 280,000 280,000 111,380 111,380 131,381 CHF 132,497 CHF 99.95% 99.95%
11/11/2024 0.96% 1.12 CHF 1.13 CHF 270,000 270,000 102,891 102,891 109,284 CHF 110,315 CHF 99.36% 99.36%
08/11/2024 0.99% 1.01 CHF 1.02 CHF 260,000 260,000 103,100 103,100 105,645 CHF 106,678 CHF 99.53% 99.53%
07/11/2024 0.93% 1.04 CHF 1.05 CHF 260,000 260,000 108,130 108,130 116,439 CHF 117,523 CHF 99.86% 99.86%

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