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 0.91% 1.01 CHF 1.02 CHF 1,051,800 1,051,800 1,051,800 1,051,800 1,156,010 CHF 1,166,520 CHF 100.00% 100.00%
19/11/2024 0.99% 1.05 CHF 1.06 CHF 1,095,900 1,095,900 1,095,900 1,095,900 1,103,850 CHF 1,114,810 CHF 100.00% 100.00%
18/11/2024 0.98% 1.06 CHF 1.07 CHF 1,139,900 1,139,900 1,139,900 1,139,900 1,163,360 CHF 1,174,750 CHF 99.55% 99.55%
15/11/2024 0.90% 1.03 CHF 1.04 CHF 971,900 971,900 971,900 971,900 1,080,040 CHF 1,089,760 CHF 100.00% 100.00%
14/11/2024 0.76% 1.28 CHF 1.29 CHF 906,400 906,400 906,400 906,400 1,188,080 CHF 1,197,140 CHF 100.00% 100.00%
13/11/2024 0.78% 1.30 CHF 1.31 CHF 907,700 907,700 907,700 907,700 1,158,510 CHF 1,167,580 CHF 100.00% 100.00%
12/11/2024 0.75% 1.30 CHF 1.31 CHF 877,700 877,700 877,700 877,700 1,160,520 CHF 1,169,290 CHF 100.00% 100.00%
11/11/2024 0.73% 1.36 CHF 1.37 CHF 882,700 882,700 882,700 882,700 1,212,020 CHF 1,220,850 CHF 100.00% 100.00%
08/11/2024 0.79% 1.32 CHF 1.33 CHF 919,500 919,500 919,500 919,500 1,161,010 CHF 1,170,200 CHF 100.00% 100.00%
07/11/2024 0.84% 1.23 CHF 1.24 CHF 992,800 992,800 992,800 992,800 1,183,090 CHF 1,193,020 CHF 99.68% 99.68%

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