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 1.92% 0.50 CHF 0.51 CHF 196,000 196,000 195,634 195,634 101,122 CHF 103,079 CHF 100.00% 100.00%
19/11/2024 1.90% 0.51 CHF 0.52 CHF 196,000 196,000 195,585 195,585 102,328 CHF 104,283 CHF 100.00% 100.00%
18/11/2024 1.66% 0.60 CHF 0.61 CHF 192,000 192,000 192,000 192,000 114,868 CHF 116,788 CHF 100.00% 100.00%
15/11/2024 1.67% 0.57 CHF 0.58 CHF 194,000 194,000 192,124 192,124 114,376 CHF 116,297 CHF 100.00% 100.00%
14/11/2024 1.63% 0.63 CHF 0.64 CHF 190,000 190,000 191,384 191,384 116,606 CHF 118,519 CHF 100.00% 100.00%
13/11/2024 1.73% 0.57 CHF 0.58 CHF 194,000 194,000 193,068 193,068 110,938 CHF 112,868 CHF 100.00% 100.00%
12/11/2024 1.66% 0.58 CHF 0.59 CHF 192,000 192,000 192,000 192,000 114,856 CHF 116,776 CHF 99.86% 99.86%
11/11/2024 1.50% 0.64 CHF 0.65 CHF 190,000 190,000 188,571 188,571 124,557 CHF 126,442 CHF 99.68% 99.68%
08/11/2024 1.51% 0.65 CHF 0.66 CHF 190,000 190,000 189,359 189,359 124,247 CHF 126,140 CHF 100.00% 100.00%
07/11/2024 1.45% 0.67 CHF 0.68 CHF 188,000 188,000 188,000 188,000 129,132 CHF 131,012 CHF 100.00% 100.00%

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