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 1.07% 0.97 CHF 0.98 CHF 141,700 141,700 141,116 141,116 130,738 CHF 132,149 CHF 100.00% 100.00%
19/11/2024 1.08% 0.92 CHF 0.93 CHF 150,300 150,300 149,680 149,680 138,086 CHF 139,583 CHF 100.00% 100.00%
18/11/2024 1.14% 0.86 CHF 0.87 CHF 142,600 142,600 141,980 141,980 123,310 CHF 124,730 CHF 100.00% 100.00%
15/11/2024 1.11% 0.89 CHF 0.90 CHF 136,200 136,200 135,638 135,638 121,302 CHF 122,658 CHF 100.00% 100.00%
14/11/2024 1.04% 0.93 CHF 0.94 CHF 122,900 122,900 122,390 122,390 117,642 CHF 118,866 CHF 99.35% 99.35%
13/11/2024 0.98% 1.03 CHF 1.04 CHF 130,300 130,300 130,219 130,219 132,897 CHF 134,199 CHF 100.00% 100.00%
12/11/2024 1.08% 0.98 CHF 0.99 CHF 140,300 140,300 139,723 139,723 128,416 CHF 129,813 CHF 100.00% 100.00%
11/11/2024 1.06% 0.91 CHF 0.92 CHF 133,900 133,900 133,347 133,347 124,609 CHF 125,943 CHF 99.93% 99.93%
08/11/2024 1.05% 0.96 CHF 0.97 CHF 152,000 152,000 151,373 151,373 142,892 CHF 144,406 CHF 100.00% 100.00%
07/11/2024 1.13% 0.85 CHF 0.86 CHF 128,600 128,600 129,473 129,473 113,848 CHF 115,143 CHF 100.00% 100.00%

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