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 1.11% 0.86 CHF 0.87 CHF 144,700 144,700 144,700 144,700 130,060 CHF 131,507 CHF 100.00% 100.00%
19/11/2024 1.12% 0.88 CHF 0.89 CHF 136,000 136,000 136,000 136,000 120,857 CHF 122,217 CHF 99.86% 99.86%
18/11/2024 1.04% 0.94 CHF 0.95 CHF 129,700 129,700 128,442 128,442 122,831 CHF 124,116 CHF 100.00% 100.00%
15/11/2024 0.98% 0.98 CHF 0.99 CHF 111,200 111,200 111,422 111,422 113,409 CHF 114,523 CHF 100.00% 100.00%
14/11/2024 0.87% 1.17 CHF 1.18 CHF 108,000 108,000 108,000 108,000 123,170 CHF 124,250 CHF 100.00% 100.00%
13/11/2024 0.82% 1.19 CHF 1.20 CHF 109,200 109,200 107,095 107,095 129,811 CHF 130,882 CHF 100.00% 100.00%
12/11/2024 0.83% 1.18 CHF 1.19 CHF 102,900 102,900 101,269 101,269 121,490 CHF 122,503 CHF 99.89% 99.89%
11/11/2024 0.78% 1.28 CHF 1.29 CHF 103,800 103,800 103,800 103,800 132,907 CHF 133,945 CHF 100.00% 100.00%
08/11/2024 0.81% 1.20 CHF 1.21 CHF 101,900 101,900 99,795 99,795 122,217 CHF 123,215 CHF 98.91% 98.91%
07/11/2024 0.77% 1.30 CHF 1.31 CHF 101,400 101,400 101,400 101,400 130,468 CHF 131,482 CHF 100.00% 100.00%

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