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 0.78% 1.27 CHF 1.28 CHF 262,100 262,100 258,917 258,917 331,987 CHF 334,576 CHF 100.00% 100.00%
19/11/2024 0.76% 1.32 CHF 1.33 CHF 256,800 256,800 264,876 264,876 347,361 CHF 350,010 CHF 100.00% 100.00%
18/11/2024 0.79% 1.28 CHF 1.29 CHF 270,200 270,200 269,839 269,839 341,546 CHF 344,244 CHF 100.00% 100.00%
15/11/2024 0.79% 1.25 CHF 1.26 CHF 269,800 269,800 271,514 271,514 340,354 CHF 343,069 CHF 98.67% 98.67%
14/11/2024 0.80% 1.26 CHF 1.27 CHF 272,600 272,600 260,373 260,373 324,130 CHF 326,734 CHF 99.91% 99.91%
13/11/2024 0.75% 1.31 CHF 1.32 CHF 252,400 252,400 250,658 250,658 331,207 CHF 333,714 CHF 100.00% 100.00%
12/11/2024 0.75% 1.33 CHF 1.34 CHF 249,600 249,600 247,556 247,556 330,627 CHF 333,103 CHF 100.00% 100.00%
11/11/2024 0.73% 1.36 CHF 1.37 CHF 246,300 246,300 233,974 233,974 319,635 CHF 321,975 CHF 100.00% 100.00%
08/11/2024 0.68% 1.44 CHF 1.45 CHF 225,900 225,900 230,058 230,058 337,620 CHF 339,920 CHF 100.00% 100.00%
07/11/2024 0.70% 1.47 CHF 1.48 CHF 232,800 232,800 234,795 234,795 336,582 CHF 338,930 CHF 100.00% 100.00%

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