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 1.17% 0.84 CHF 0.85 CHF 216,700 216,700 211,956 211,956 180,838 CHF 182,957 CHF 100.00% 100.00%
19/11/2024 1.12% 0.90 CHF 0.91 CHF 208,900 208,900 220,531 220,531 196,549 CHF 198,755 CHF 100.00% 100.00%
18/11/2024 1.19% 0.85 CHF 0.86 CHF 228,200 228,200 227,659 227,659 190,042 CHF 192,319 CHF 100.00% 100.00%
15/11/2024 1.21% 0.82 CHF 0.83 CHF 227,400 227,400 230,032 230,032 188,623 CHF 190,924 CHF 98.67% 98.67%
14/11/2024 1.23% 0.83 CHF 0.84 CHF 231,800 231,800 213,217 213,217 172,461 CHF 174,593 CHF 99.91% 99.91%
13/11/2024 1.09% 0.89 CHF 0.90 CHF 201,100 201,100 198,697 198,697 180,575 CHF 182,562 CHF 100.00% 100.00%
12/11/2024 1.07% 0.92 CHF 0.93 CHF 197,100 197,100 194,275 194,275 180,206 CHF 182,149 CHF 100.00% 100.00%
11/11/2024 1.03% 0.96 CHF 0.97 CHF 192,500 192,500 175,366 175,366 169,720 CHF 171,474 CHF 100.00% 100.00%
08/11/2024 0.90% 1.08 CHF 1.09 CHF 164,100 164,100 169,463 169,463 188,645 CHF 190,339 CHF 100.00% 100.00%
07/11/2024 0.93% 1.11 CHF 1.12 CHF 173,000 173,000 175,660 175,660 187,100 CHF 188,856 CHF 100.00% 100.00%

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