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 1.24% 0.75 CHF 0.76 CHF 587,100 587,100 587,100 587,100 472,162 CHF 478,033 CHF 100.00% 100.00%
19/11/2024 1.33% 0.77 CHF 0.78 CHF 543,000 543,000 543,000 543,000 407,669 CHF 413,099 CHF 100.00% 100.00%
18/11/2024 1.18% 0.86 CHF 0.87 CHF 536,900 536,900 536,899 536,899 452,339 CHF 457,708 CHF 99.05% 99.05%
15/11/2024 1.10% 0.87 CHF 0.88 CHF 497,400 497,400 497,400 497,400 451,414 CHF 456,388 CHF 100.00% 100.00%
14/11/2024 1.10% 0.95 CHF 0.96 CHF 583,200 583,200 583,200 583,200 530,185 CHF 536,017 CHF 99.08% 99.08%
13/11/2024 1.27% 0.78 CHF 0.79 CHF 577,900 577,900 577,900 577,900 454,356 CHF 460,135 CHF 100.00% 100.00%
12/11/2024 1.08% 0.80 CHF 0.81 CHF 457,500 457,500 457,500 457,500 422,602 CHF 427,177 CHF 100.00% 100.00%
11/11/2024 0.95% 1.04 CHF 1.05 CHF 499,700 499,700 499,700 499,700 525,181 CHF 530,178 CHF 100.00% 100.00%
08/11/2024 1.03% 0.94 CHF 0.95 CHF 453,100 453,100 453,100 453,100 439,078 CHF 443,609 CHF 100.00% 100.00%
07/11/2024 0.97% 1.06 CHF 1.07 CHF 495,900 495,900 495,900 495,900 510,829 CHF 515,788 CHF 99.68% 99.68%

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