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 0.99% 0.96 CHF 0.97 CHF 109,600 109,600 107,658 107,658 107,708 CHF 108,785 CHF 100.00% 100.00%
19/11/2024 1.04% 0.95 CHF 0.96 CHF 103,100 103,100 102,338 102,338 98,300 CHF 99,323 CHF 100.00% 100.00%
18/11/2024 0.96% 1.06 CHF 1.07 CHF 101,500 101,500 101,482 101,482 105,292 CHF 106,307 CHF 100.00% 100.00%
15/11/2024 0.95% 1.04 CHF 1.05 CHF 102,400 102,400 101,568 101,568 106,960 CHF 107,976 CHF 100.00% 100.00%
14/11/2024 0.99% 1.04 CHF 1.05 CHF 107,800 107,800 108,566 108,566 109,181 CHF 110,267 CHF 100.00% 100.00%
13/11/2024 1.04% 0.96 CHF 0.97 CHF 111,700 111,700 110,937 110,937 105,957 CHF 107,066 CHF 100.00% 100.00%
12/11/2024 0.97% 0.91 CHF 0.92 CHF 95,800 95,800 93,791 93,791 95,856 CHF 96,794 CHF 99.86% 99.86%
11/11/2024 0.84% 1.15 CHF 1.16 CHF 91,100 91,100 90,995 90,995 107,851 CHF 108,761 CHF 99.68% 99.68%
08/11/2024 0.85% 1.15 CHF 1.16 CHF 81,700 81,700 81,499 81,499 96,028 CHF 96,842 CHF 99.20% 99.20%
07/11/2024 0.76% 1.37 CHF 1.38 CHF 84,200 84,200 85,427 85,427 111,813 CHF 112,667 CHF 100.00% 100.00%

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