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 1.18% 0.80 CHF 0.81 CHF 1,982,500 1,982,500 1,982,500 1,982,500 1,672,490 CHF 1,692,320 CHF 100.00% 100.00%
19/11/2024 1.25% 0.82 CHF 0.83 CHF 2,035,500 2,035,500 2,035,500 2,035,500 1,616,870 CHF 1,637,220 CHF 100.00% 100.00%
18/11/2024 1.24% 0.82 CHF 0.83 CHF 2,088,000 2,088,000 2,088,000 2,088,000 1,675,740 CHF 1,696,620 CHF 99.55% 99.55%
15/11/2024 1.17% 0.81 CHF 0.82 CHF 1,892,700 1,892,700 1,892,700 1,892,700 1,603,940 CHF 1,622,860 CHF 100.00% 100.00%
14/11/2024 1.05% 0.93 CHF 0.94 CHF 1,811,900 1,811,900 1,811,900 1,811,900 1,711,940 CHF 1,730,060 CHF 100.00% 100.00%
13/11/2024 1.07% 0.94 CHF 0.95 CHF 1,813,600 1,813,600 1,813,600 1,813,600 1,680,050 CHF 1,698,180 CHF 100.00% 100.00%
12/11/2024 1.05% 0.94 CHF 0.95 CHF 1,775,700 1,775,700 1,775,700 1,775,700 1,683,010 CHF 1,700,770 CHF 100.00% 100.00%
11/11/2024 1.03% 0.96 CHF 0.97 CHF 1,782,100 1,782,100 1,782,100 1,782,100 1,729,290 CHF 1,747,110 CHF 100.00% 100.00%
08/11/2024 1.09% 0.94 CHF 0.95 CHF 1,829,900 1,829,900 1,829,900 1,829,900 1,674,730 CHF 1,693,020 CHF 100.00% 100.00%
07/11/2024 1.13% 0.90 CHF 0.91 CHF 1,922,800 1,922,800 1,922,800 1,922,800 1,693,450 CHF 1,712,680 CHF 99.68% 99.68%

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