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 1.36% 0.71 CHF 0.72 CHF 260,000 260,000 254,381 254,381 185,209 CHF 187,753 CHF 100.00% 100.00%
19/11/2024 1.39% 0.72 CHF 0.73 CHF 260,000 260,000 258,179 258,179 183,969 CHF 186,551 CHF 100.00% 100.00%
18/11/2024 1.32% 0.75 CHF 0.76 CHF 240,000 240,000 239,011 239,011 179,891 CHF 182,281 CHF 100.00% 100.00%
15/11/2024 1.32% 0.75 CHF 0.76 CHF 240,000 240,000 239,963 239,963 181,249 CHF 183,648 CHF 100.00% 100.00%
14/11/2024 1.38% 0.72 CHF 0.73 CHF 260,000 260,000 258,928 258,928 185,842 CHF 188,431 CHF 100.00% 100.00%
13/11/2024 1.37% 0.71 CHF 0.72 CHF 260,000 260,000 251,905 251,905 182,784 CHF 185,303 CHF 100.00% 100.00%
12/11/2024 1.33% 0.72 CHF 0.73 CHF 260,000 260,000 241,477 241,477 180,470 CHF 182,885 CHF 100.00% 100.00%
11/11/2024 1.21% 0.80 CHF 0.81 CHF 240,000 240,000 239,010 239,010 196,886 CHF 199,276 CHF 100.00% 100.00%
08/11/2024 1.26% 0.78 CHF 0.79 CHF 240,000 240,000 238,997 238,997 188,881 CHF 191,271 CHF 98.75% 98.75%
07/11/2024 1.15% 0.89 CHF 0.90 CHF 240,000 240,000 239,010 239,010 207,363 CHF 209,753 CHF 100.00% 100.00%

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