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 2.05% 0.46 CHF 0.47 CHF 1,554,900 1,554,900 1,554,900 1,554,900 752,636 CHF 768,185 CHF 100.00% 100.00%
19/11/2024 2.13% 0.47 CHF 0.48 CHF 1,490,100 1,490,100 1,490,100 1,490,100 692,997 CHF 707,898 CHF 100.00% 100.00%
18/11/2024 1.99% 0.50 CHF 0.51 CHF 1,480,700 1,480,700 1,480,700 1,480,700 735,012 CHF 749,819 CHF 99.02% 99.02%
15/11/2024 1.90% 0.51 CHF 0.52 CHF 1,420,200 1,420,200 1,420,200 1,420,200 740,307 CHF 754,509 CHF 100.00% 100.00%
14/11/2024 1.91% 0.54 CHF 0.55 CHF 1,556,300 1,556,300 1,556,300 1,556,300 808,873 CHF 824,436 CHF 99.08% 99.08%
13/11/2024 2.08% 0.47 CHF 0.48 CHF 1,548,300 1,548,300 1,548,300 1,548,300 736,808 CHF 752,291 CHF 100.00% 100.00%
12/11/2024 1.91% 0.48 CHF 0.49 CHF 1,369,100 1,369,100 1,369,100 1,369,100 711,965 CHF 725,656 CHF 100.00% 100.00%
11/11/2024 1.76% 0.56 CHF 0.57 CHF 1,439,200 1,439,200 1,439,200 1,439,200 808,669 CHF 823,061 CHF 100.00% 100.00%
08/11/2024 1.85% 0.52 CHF 0.53 CHF 1,364,700 1,364,700 1,364,700 1,364,700 729,846 CHF 743,493 CHF 100.00% 100.00%
07/11/2024 1.79% 0.57 CHF 0.58 CHF 1,436,200 1,436,200 1,436,200 1,436,200 795,649 CHF 810,011 CHF 99.68% 99.68%

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