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
22/11/2024 1.41% 0.73 CHF 0.74 CHF 117,900 117,900 118,117 118,117 83,229 CHF 84,410 CHF 99.64% 99.64%
20/11/2024 1.75% 0.54 CHF 0.55 CHF 148,400 148,400 147,491 147,491 83,585 CHF 85,060 CHF 99.43% 99.43%
19/11/2024 1.81% 0.54 CHF 0.55 CHF 144,800 144,800 144,751 144,751 79,482 CHF 80,930 CHF 100.00% 100.00%
18/11/2024 1.82% 0.56 CHF 0.57 CHF 151,500 151,500 151,496 151,496 82,342 CHF 83,857 CHF 99.88% 99.88%
15/11/2024 1.88% 0.54 CHF 0.55 CHF 156,700 156,700 157,643 157,643 82,916 CHF 84,492 CHF 100.00% 100.00%
14/11/2024 2.02% 0.51 CHF 0.52 CHF 171,100 171,100 172,017 172,017 84,341 CHF 86,061 CHF 98.55% 98.55%
13/11/2024 2.16% 0.46 CHF 0.47 CHF 184,600 184,600 185,426 185,426 85,092 CHF 86,946 CHF 100.00% 100.00%
12/11/2024 2.15% 0.43 CHF 0.44 CHF 165,300 165,300 163,321 163,321 75,140 CHF 76,773 CHF 99.88% 99.88%
11/11/2024 1.98% 0.50 CHF 0.51 CHF 176,000 176,000 176,952 176,952 88,275 CHF 90,045 CHF 100.00% 100.00%
08/11/2024 2.17% 0.45 CHF 0.46 CHF 166,400 166,400 166,259 166,259 75,921 CHF 77,584 CHF 98.30% 98.30%

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