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 1.64% 0.59 CHF 0.60 CHF 156,000 156,000 155,165 155,165 93,688 CHF 95,240 CHF 100.00% 100.00%
19/11/2024 1.69% 0.60 CHF 0.61 CHF 156,000 156,000 155,841 155,841 91,644 CHF 93,203 CHF 100.00% 100.00%
18/11/2024 1.64% 0.60 CHF 0.61 CHF 156,000 156,000 154,831 154,831 93,494 CHF 95,042 CHF 100.00% 100.00%
15/11/2024 1.71% 0.57 CHF 0.58 CHF 158,000 158,000 155,657 155,657 90,040 CHF 91,597 CHF 100.00% 100.00%
14/11/2024 1.90% 0.57 CHF 0.58 CHF 156,000 156,000 158,864 158,864 82,919 CHF 84,508 CHF 99.33% 99.33%
13/11/2024 2.01% 0.48 CHF 0.49 CHF 162,000 162,000 160,421 160,421 79,319 CHF 80,923 CHF 100.00% 100.00%
12/11/2024 1.71% 0.54 CHF 0.55 CHF 158,000 158,000 155,878 155,878 90,615 CHF 92,173 CHF 100.00% 100.00%
11/11/2024 1.76% 0.58 CHF 0.59 CHF 156,000 156,000 156,558 156,558 88,509 CHF 90,074 CHF 99.93% 99.93%
08/11/2024 1.81% 0.54 CHF 0.55 CHF 158,000 158,000 157,102 157,102 85,855 CHF 87,426 CHF 99.40% 99.40%
07/11/2024 1.51% 0.66 CHF 0.67 CHF 152,000 152,000 151,697 151,697 99,913 CHF 101,430 CHF 100.00% 100.00%

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