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 1.22% 0.80 CHF 0.81 CHF 200,000 200,000 200,000 200,000 163,139 CHF 165,139 CHF 99.81% 99.81%
19/11/2024 1.39% 0.74 CHF 0.75 CHF 200,000 200,000 200,000 200,000 143,600 CHF 145,600 CHF 99.72% 99.72%
18/11/2024 1.26% 0.79 CHF 0.80 CHF 200,000 200,000 200,000 200,000 157,924 CHF 159,924 CHF 99.71% 99.71%
15/11/2024 1.12% 0.84 CHF 0.85 CHF 200,000 200,000 200,000 200,000 177,051 CHF 179,051 CHF 99.81% 99.81%
14/11/2024 1.08% 0.95 CHF 0.96 CHF 200,000 200,000 200,000 200,000 184,573 CHF 186,573 CHF 99.81% 99.81%
13/11/2024 1.12% 0.87 CHF 0.88 CHF 200,000 200,000 200,000 200,000 177,874 CHF 179,874 CHF 99.81% 99.81%
12/11/2024 1.01% 0.90 CHF 0.91 CHF 200,000 200,000 200,000 200,000 196,673 CHF 198,673 CHF 99.51% 99.51%
11/11/2024 0.94% 1.06 CHF 1.07 CHF 200,000 200,000 200,000 200,000 211,105 CHF 213,105 CHF 99.72% 99.72%
08/11/2024 1.00% 1.00 CHF 1.01 CHF 200,000 200,000 200,000 200,000 198,708 CHF 200,708 CHF 99.81% 99.81%
07/11/2024 0.95% 1.06 CHF 1.07 CHF 200,000 200,000 200,000 200,000 210,204 CHF 212,204 CHF 95.70% 95.70%

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