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 0.95% 0.99 CHF 1.00 CHF 843,200 843,200 843,200 843,200 880,212 CHF 888,644 CHF 100.00% 100.00%
19/11/2024 1.01% 1.01 CHF 1.02 CHF 802,900 802,900 802,900 802,900 791,367 CHF 799,396 CHF 100.00% 100.00%
18/11/2024 0.93% 1.09 CHF 1.10 CHF 807,700 807,700 807,700 807,700 864,343 CHF 872,420 CHF 98.94% 98.94%
15/11/2024 0.89% 1.08 CHF 1.09 CHF 774,300 774,300 774,300 774,300 866,136 CHF 873,879 CHF 100.00% 100.00%
14/11/2024 0.90% 1.14 CHF 1.15 CHF 844,200 844,200 844,200 844,200 937,117 CHF 945,559 CHF 100.00% 100.00%
13/11/2024 0.97% 1.01 CHF 1.02 CHF 835,200 835,200 835,200 835,200 858,330 CHF 866,682 CHF 99.46% 99.46%
12/11/2024 0.85% 1.04 CHF 1.05 CHF 672,900 672,900 672,900 672,900 794,131 CHF 800,860 CHF 100.00% 100.00%
11/11/2024 0.75% 1.33 CHF 1.34 CHF 727,600 727,600 727,450 727,450 970,422 CHF 977,698 CHF 100.00% 100.00%
08/11/2024 0.79% 1.22 CHF 1.23 CHF 666,700 666,700 666,700 666,700 839,774 CHF 846,441 CHF 99.87% 99.87%
07/11/2024 0.75% 1.36 CHF 1.37 CHF 701,400 701,400 701,400 701,400 933,900 CHF 940,914 CHF 99.68% 99.68%

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