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 1.83% 0.52 CHF 0.53 CHF 1,735,000 1,735,000 1,724,700 1,724,700 935,317 CHF 952,564 CHF 99.44% 99.44%
19/11/2024 1.80% 0.56 CHF 0.57 CHF 1,718,000 1,718,000 1,738,580 1,738,580 957,912 CHF 975,298 CHF 100.00% 100.00%
18/11/2024 1.82% 0.55 CHF 0.56 CHF 1,752,400 1,752,400 1,725,710 1,725,710 940,894 CHF 958,151 CHF 98.77% 98.77%
15/11/2024 1.80% 0.54 CHF 0.55 CHF 1,708,300 1,708,300 1,739,620 1,739,620 960,117 CHF 977,513 CHF 98.67% 98.67%
14/11/2024 1.84% 0.55 CHF 0.56 CHF 1,759,900 1,759,900 1,676,350 1,676,350 903,223 CHF 919,987 CHF 100.00% 100.00%
13/11/2024 1.71% 0.56 CHF 0.57 CHF 1,620,900 1,620,900 1,629,420 1,629,420 944,556 CHF 960,850 CHF 100.00% 100.00%
12/11/2024 1.71% 0.58 CHF 0.59 CHF 1,635,300 1,635,300 1,607,240 1,607,240 934,275 CHF 950,347 CHF 99.81% 99.81%
11/11/2024 1.64% 0.60 CHF 0.61 CHF 1,588,800 1,588,800 1,490,520 1,490,520 902,289 CHF 917,194 CHF 99.73% 99.73%
08/11/2024 1.48% 0.65 CHF 0.66 CHF 1,426,700 1,426,700 1,424,070 1,424,070 953,062 CHF 967,303 CHF 99.15% 99.15%
07/11/2024 1.47% 0.69 CHF 0.70 CHF 1,422,400 1,422,400 1,479,090 1,479,090 1,001,000 CHF 1,015,800 CHF 99.96% 99.96%

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