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 1.20% 0.81 CHF 0.82 CHF 153,900 153,900 150,942 150,942 125,580 CHF 127,090 CHF 100.00% 100.00%
19/11/2024 1.20% 0.84 CHF 0.85 CHF 146,200 146,200 145,494 145,494 120,885 CHF 122,340 CHF 100.00% 100.00%
18/11/2024 1.11% 0.90 CHF 0.91 CHF 143,600 143,600 142,723 142,723 127,596 CHF 129,023 CHF 100.00% 100.00%
15/11/2024 1.09% 0.91 CHF 0.92 CHF 144,700 144,700 144,526 144,526 132,398 CHF 133,843 CHF 100.00% 100.00%
14/11/2024 1.17% 0.88 CHF 0.89 CHF 154,600 154,600 155,081 155,081 132,067 CHF 133,618 CHF 99.35% 99.35%
13/11/2024 1.19% 0.79 CHF 0.80 CHF 147,400 147,400 144,222 144,222 121,092 CHF 122,534 CHF 100.00% 100.00%
12/11/2024 1.07% 0.89 CHF 0.90 CHF 139,700 139,700 137,509 137,509 127,343 CHF 128,718 CHF 100.00% 100.00%
11/11/2024 1.07% 0.95 CHF 0.96 CHF 139,300 139,300 139,043 139,043 129,705 CHF 131,095 CHF 99.93% 99.93%
08/11/2024 1.08% 0.89 CHF 0.90 CHF 133,200 133,200 131,137 131,137 120,662 CHF 121,973 CHF 100.00% 100.00%
07/11/2024 0.95% 1.03 CHF 1.04 CHF 133,400 133,400 132,978 132,978 138,875 CHF 140,205 CHF 100.00% 100.00%

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