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 1.13% 0.86 CHF 0.87 CHF 156,000 156,000 155,164 155,164 136,451 CHF 138,003 CHF 100.00% 100.00%
19/11/2024 1.15% 0.87 CHF 0.88 CHF 156,000 156,000 155,840 155,840 134,384 CHF 135,942 CHF 100.00% 100.00%
18/11/2024 1.13% 0.87 CHF 0.88 CHF 156,000 156,000 154,831 154,831 136,285 CHF 137,833 CHF 100.00% 100.00%
15/11/2024 1.16% 0.85 CHF 0.86 CHF 158,000 158,000 155,657 155,657 133,107 CHF 134,663 CHF 100.00% 100.00%
14/11/2024 1.25% 0.84 CHF 0.85 CHF 156,000 156,000 158,864 158,864 126,674 CHF 128,263 CHF 99.33% 99.33%
13/11/2024 1.29% 0.75 CHF 0.76 CHF 162,000 162,000 160,423 160,423 123,442 CHF 125,046 CHF 100.00% 100.00%
12/11/2024 1.16% 0.81 CHF 0.82 CHF 158,000 158,000 155,878 155,878 133,561 CHF 135,120 CHF 100.00% 100.00%
11/11/2024 1.18% 0.86 CHF 0.87 CHF 156,000 156,000 156,558 156,558 131,696 CHF 133,261 CHF 99.93% 99.93%
08/11/2024 1.21% 0.82 CHF 0.83 CHF 158,000 158,000 157,102 157,102 129,198 CHF 130,769 CHF 99.40% 99.40%
07/11/2024 1.06% 0.93 CHF 0.94 CHF 152,000 152,000 151,697 151,697 141,951 CHF 143,468 CHF 100.00% 100.00%

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