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 1.21% 0.84 CHF 0.85 CHF 131,000 131,000 129,301 129,301 106,200 CHF 107,493 CHF 100.00% 100.00%
19/11/2024 1.20% 0.83 CHF 0.84 CHF 130,000 130,000 129,933 129,933 107,913 CHF 109,213 CHF 100.00% 100.00%
18/11/2024 1.23% 0.80 CHF 0.81 CHF 128,000 128,000 128,568 128,568 103,927 CHF 105,213 CHF 100.00% 100.00%
15/11/2024 1.28% 0.79 CHF 0.80 CHF 128,000 128,000 126,946 126,946 98,920 CHF 100,190 CHF 100.00% 100.00%
14/11/2024 1.29% 0.76 CHF 0.77 CHF 126,000 126,000 126,712 126,712 97,984 CHF 99,251 CHF 100.00% 100.00%
13/11/2024 1.29% 0.78 CHF 0.79 CHF 127,000 127,000 126,475 126,475 97,668 CHF 98,932 CHF 100.00% 100.00%
12/11/2024 1.37% 0.76 CHF 0.77 CHF 126,000 126,000 123,947 123,947 89,609 CHF 90,849 CHF 100.00% 100.00%
11/11/2024 1.43% 0.69 CHF 0.70 CHF 122,000 122,000 122,266 122,266 84,700 CHF 85,923 CHF 100.00% 100.00%
08/11/2024 1.36% 0.74 CHF 0.75 CHF 125,000 125,000 124,042 124,042 90,350 CHF 91,590 CHF 99.18% 99.18%
07/11/2024 1.43% 0.68 CHF 0.69 CHF 122,000 122,000 122,545 122,545 85,361 CHF 86,587 CHF 100.00% 100.00%

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