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 0.53% 1.90 CHF 1.91 CHF 277,400 277,400 271,900 271,900 510,651 CHF 513,370 CHF 100.00% 100.00%
19/11/2024 0.51% 1.91 CHF 1.92 CHF 266,100 266,100 272,742 272,735 532,833 CHF 535,548 CHF 98.78% 98.78%
18/11/2024 0.54% 1.94 CHF 1.95 CHF 279,900 279,900 280,776 280,776 521,520 CHF 524,327 CHF 100.00% 100.00%
15/11/2024 0.56% 1.78 CHF 1.79 CHF 281,700 281,700 290,691 290,691 520,949 CHF 523,856 CHF 100.00% 100.00%
14/11/2024 0.60% 1.76 CHF 1.77 CHF 300,000 300,000 286,532 286,532 480,441 CHF 483,307 CHF 99.91% 99.91%
13/11/2024 0.53% 1.84 CHF 1.85 CHF 272,300 272,300 278,747 278,747 522,376 CHF 525,163 CHF 100.00% 100.00%
12/11/2024 0.56% 1.80 CHF 1.81 CHF 285,500 285,500 272,948 272,948 485,369 CHF 488,099 CHF 100.00% 100.00%
11/11/2024 0.52% 1.78 CHF 1.79 CHF 259,700 259,700 256,682 256,682 494,928 CHF 497,495 CHF 100.00% 100.00%
08/11/2024 0.49% 2.00 CHF 2.01 CHF 253,500 253,500 258,671 258,671 525,745 CHF 528,332 CHF 100.00% 100.00%
07/11/2024 0.50% 2.10 CHF 2.11 CHF 264,100 264,100 255,499 255,499 510,969 CHF 513,524 CHF 99.41% 99.41%

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