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 1.23% 0.80 CHF 0.81 CHF 196,000 196,000 195,633 195,633 158,608 CHF 160,564 CHF 100.00% 100.00%
19/11/2024 1.22% 0.80 CHF 0.81 CHF 196,000 196,000 195,585 195,585 159,789 CHF 161,745 CHF 100.00% 100.00%
18/11/2024 1.12% 0.90 CHF 0.91 CHF 192,000 192,000 192,000 192,000 171,220 CHF 173,140 CHF 100.00% 100.00%
15/11/2024 1.12% 0.86 CHF 0.87 CHF 194,000 194,000 192,124 192,124 170,545 CHF 172,467 CHF 100.00% 100.00%
14/11/2024 1.10% 0.92 CHF 0.93 CHF 190,000 190,000 191,384 191,384 172,669 CHF 174,583 CHF 100.00% 100.00%
13/11/2024 1.15% 0.86 CHF 0.87 CHF 194,000 194,000 193,068 193,068 167,380 CHF 169,311 CHF 100.00% 100.00%
12/11/2024 1.12% 0.88 CHF 0.89 CHF 192,000 192,000 192,000 192,000 171,003 CHF 172,923 CHF 99.85% 99.85%
11/11/2024 1.04% 0.94 CHF 0.95 CHF 190,000 190,000 188,571 188,571 179,699 CHF 181,584 CHF 99.66% 99.66%
08/11/2024 1.05% 0.94 CHF 0.95 CHF 190,000 190,000 189,376 189,376 179,726 CHF 181,620 CHF 98.76% 98.76%
07/11/2024 1.02% 0.97 CHF 0.98 CHF 188,000 188,000 188,000 188,000 184,107 CHF 185,987 CHF 100.00% 100.00%

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