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
25/11/2024 1.40% 0.72 CHF 0.73 CHF 311,800 311,800 311,800 311,800 220,508 CHF 223,626 CHF 100.00% 100.00%
22/11/2024 1.54% 0.67 CHF 0.68 CHF 339,600 339,600 339,600 339,600 219,117 CHF 222,513 CHF 100.00% 100.00%
20/11/2024 1.54% 0.61 CHF 0.62 CHF 334,100 334,100 334,100 334,100 214,864 CHF 218,205 CHF 100.00% 100.00%
19/11/2024 1.65% 0.62 CHF 0.63 CHF 330,300 330,300 330,300 330,300 198,763 CHF 202,066 CHF 100.00% 100.00%
18/11/2024 1.55% 0.66 CHF 0.67 CHF 341,900 341,900 341,900 341,900 219,589 CHF 223,008 CHF 98.93% 98.93%
15/11/2024 1.48% 0.62 CHF 0.63 CHF 315,300 315,300 315,300 315,300 211,903 CHF 215,056 CHF 100.00% 100.00%
14/11/2024 1.36% 0.75 CHF 0.76 CHF 321,400 321,400 321,400 321,400 234,222 CHF 237,436 CHF 100.00% 100.00%
13/11/2024 1.38% 0.71 CHF 0.72 CHF 310,400 310,400 310,400 310,400 223,114 CHF 226,218 CHF 99.87% 99.87%
12/11/2024 1.20% 0.79 CHF 0.80 CHF 273,700 273,700 273,700 273,700 226,711 CHF 229,448 CHF 100.00% 100.00%
11/11/2024 1.14% 0.89 CHF 0.90 CHF 266,000 266,000 266,000 266,000 232,111 CHF 234,771 CHF 100.00% 100.00%

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