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 0.78% 1.25 CHF 1.26 CHF 200,000 200,000 200,000 200,000 254,761 CHF 256,761 CHF 99.81% 99.81%
19/11/2024 0.85% 1.20 CHF 1.21 CHF 200,000 200,000 200,000 200,000 235,141 CHF 237,141 CHF 99.72% 99.72%
18/11/2024 0.80% 1.25 CHF 1.26 CHF 200,000 200,000 200,000 200,000 249,500 CHF 251,500 CHF 99.71% 99.71%
15/11/2024 0.74% 1.30 CHF 1.31 CHF 200,000 200,000 200,000 200,000 268,607 CHF 270,607 CHF 99.81% 99.81%
14/11/2024 0.72% 1.40 CHF 1.41 CHF 200,000 200,000 200,000 200,000 276,181 CHF 278,181 CHF 99.81% 99.81%
13/11/2024 0.74% 1.33 CHF 1.34 CHF 200,000 200,000 200,000 200,000 269,495 CHF 271,495 CHF 99.81% 99.81%
12/11/2024 0.69% 1.36 CHF 1.37 CHF 200,000 200,000 200,000 200,000 288,282 CHF 290,282 CHF 99.51% 99.51%
11/11/2024 0.66% 1.52 CHF 1.53 CHF 200,000 200,000 200,000 200,000 302,677 CHF 304,677 CHF 99.71% 99.71%
08/11/2024 0.69% 1.46 CHF 1.47 CHF 200,000 200,000 200,000 200,000 290,342 CHF 292,342 CHF 99.81% 99.81%
07/11/2024 0.66% 1.52 CHF 1.53 CHF 200,000 200,000 200,000 200,000 301,790 CHF 303,790 CHF 95.70% 95.70%

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