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 0.96% 1.09 CHF 1.10 CHF 182,000 182,000 80,640 80,640 85,838 CHF 86,646 CHF 99.90% 99.90%
19/11/2024 0.94% 1.09 CHF 1.10 CHF 184,000 184,000 81,845 81,845 88,951 CHF 89,771 CHF 100.00% 100.00%
18/11/2024 0.93% 1.08 CHF 1.09 CHF 182,000 182,000 81,458 81,458 88,885 CHF 89,701 CHF 99.90% 99.90%
15/11/2024 0.95% 1.10 CHF 1.11 CHF 182,000 182,000 80,591 80,591 87,016 CHF 87,823 CHF 99.90% 99.90%
14/11/2024 0.97% 1.06 CHF 1.07 CHF 180,000 180,000 80,146 80,146 84,074 CHF 84,877 CHF 100.00% 100.00%
13/11/2024 0.99% 1.04 CHF 1.05 CHF 180,000 180,000 80,288 80,288 83,084 CHF 83,888 CHF 100.00% 100.00%
12/11/2024 1.00% 1.02 CHF 1.03 CHF 178,000 178,000 79,877 79,877 81,138 CHF 81,939 CHF 99.85% 99.85%
11/11/2024 1.02% 1.01 CHF 1.02 CHF 178,000 178,000 79,820 79,820 79,714 CHF 80,514 CHF 99.57% 99.57%
08/11/2024 1.03% 0.99 CHF 1.00 CHF 178,000 178,000 80,245 80,245 79,328 CHF 80,132 CHF 99.19% 99.19%
07/11/2024 1.03% 0.99 CHF 1.00 CHF 180,000 180,000 80,088 80,088 79,203 CHF 80,005 CHF 99.89% 99.89%

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