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 1.56% 0.61 CHF 0.62 CHF 159,800 159,800 157,231 157,231 99,998 CHF 101,571 CHF 100.00% 100.00%
19/11/2024 1.87% 0.54 CHF 0.55 CHF 163,500 163,500 163,398 163,398 86,733 CHF 88,367 CHF 100.00% 100.00%
18/11/2024 1.82% 0.56 CHF 0.57 CHF 159,600 159,600 162,155 162,155 88,255 CHF 89,877 CHF 100.00% 100.00%
15/11/2024 1.74% 0.55 CHF 0.56 CHF 155,300 155,300 152,882 152,882 86,932 CHF 88,461 CHF 100.00% 100.00%
14/11/2024 1.68% 0.58 CHF 0.59 CHF 146,700 146,700 146,700 146,700 86,437 CHF 87,904 CHF 100.00% 100.00%
13/11/2024 1.61% 0.61 CHF 0.62 CHF 149,100 149,100 148,274 148,274 91,163 CHF 92,646 CHF 100.00% 100.00%
12/11/2024 1.48% 0.61 CHF 0.62 CHF 128,100 128,100 126,075 126,075 84,740 CHF 86,001 CHF 99.85% 99.85%
11/11/2024 1.37% 0.73 CHF 0.74 CHF 133,000 133,000 133,036 133,036 96,630 CHF 97,961 CHF 99.66% 99.66%
08/11/2024 1.51% 0.67 CHF 0.68 CHF 134,700 134,700 134,760 134,760 88,579 CHF 89,927 CHF 98.73% 98.73%
07/11/2024 1.48% 0.67 CHF 0.68 CHF 147,300 147,300 147,355 147,355 98,728 CHF 100,202 CHF 100.00% 100.00%

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