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 1.02% 0.98 CHF 0.99 CHF 200,000 200,000 200,000 200,000 195,843 CHF 197,843 CHF 100.00% 100.00%
19/11/2024 1.01% 0.97 CHF 0.98 CHF 100,000 100,000 100,000 100,000 98,486 CHF 99,486 CHF 99.90% 99.90%
18/11/2024 1.05% 0.94 CHF 0.95 CHF 100,000 100,000 100,000 100,000 94,655 CHF 95,655 CHF 99.91% 99.91%
15/11/2024 1.06% 0.94 CHF 0.95 CHF 100,000 100,000 100,000 100,000 93,902 CHF 94,902 CHF 100.00% 100.00%
14/11/2024 1.05% 0.93 CHF 0.94 CHF 100,000 100,000 100,000 100,000 94,295 CHF 95,295 CHF 100.00% 100.00%
13/11/2024 1.03% 0.97 CHF 0.98 CHF 100,000 100,000 100,000 100,000 96,982 CHF 97,982 CHF 100.00% 100.00%
12/11/2024 1.05% 0.96 CHF 0.97 CHF 100,000 100,000 100,000 100,000 95,163 CHF 96,163 CHF 99.69% 99.69%
11/11/2024 1.05% 0.93 CHF 0.94 CHF 100,000 100,000 100,000 100,000 94,600 CHF 95,600 CHF 99.90% 99.90%
08/11/2024 1.04% 0.97 CHF 0.98 CHF 100,000 100,000 100,000 100,000 95,809 CHF 96,809 CHF 100.00% 100.00%
07/11/2024 1.09% 0.91 CHF 0.92 CHF 100,000 100,000 100,000 100,000 90,917 CHF 91,917 CHF 99.88% 99.88%

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