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 1.26% 0.77 CHF 0.78 CHF 2,820,100 2,820,100 2,820,100 2,820,100 2,226,560 CHF 2,254,760 CHF 100.00% 100.00%
19/11/2024 1.30% 0.77 CHF 0.78 CHF 2,762,200 2,762,200 2,762,200 2,762,200 2,104,200 CHF 2,131,820 CHF 100.00% 100.00%
18/11/2024 1.25% 0.81 CHF 0.82 CHF 2,741,200 2,741,200 2,741,200 2,741,200 2,182,470 CHF 2,209,880 CHF 99.58% 99.58%
15/11/2024 1.20% 0.82 CHF 0.83 CHF 2,611,200 2,611,200 2,611,200 2,611,200 2,159,270 CHF 2,185,380 CHF 100.00% 100.00%
14/11/2024 1.10% 0.89 CHF 0.90 CHF 2,521,900 2,521,900 2,521,900 2,521,900 2,272,320 CHF 2,297,540 CHF 100.00% 100.00%
13/11/2024 1.14% 0.90 CHF 0.91 CHF 2,538,300 2,538,300 2,538,300 2,538,300 2,216,240 CHF 2,241,630 CHF 100.00% 100.00%
12/11/2024 1.06% 0.92 CHF 0.93 CHF 2,387,400 2,387,400 2,387,400 2,387,400 2,239,220 CHF 2,263,100 CHF 100.00% 100.00%
11/11/2024 1.07% 0.95 CHF 0.96 CHF 2,494,600 2,494,600 2,494,600 2,494,600 2,315,920 CHF 2,340,870 CHF 99.46% 99.46%
08/11/2024 1.16% 0.89 CHF 0.90 CHF 2,595,800 2,595,800 2,595,800 2,595,800 2,217,930 CHF 2,243,890 CHF 100.00% 100.00%
07/11/2024 1.16% 0.84 CHF 0.85 CHF 2,592,800 2,592,800 2,592,800 2,592,800 2,222,980 CHF 2,248,910 CHF 99.67% 99.67%

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