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 1.25% 0.73 CHF 0.74 CHF 192,700 192,700 192,700 192,700 153,502 CHF 155,429 CHF 100.00% 100.00%
19/11/2024 1.39% 0.76 CHF 0.77 CHF 189,300 189,300 189,300 189,300 135,269 CHF 137,162 CHF 100.00% 100.00%
18/11/2024 1.26% 0.83 CHF 0.84 CHF 199,700 199,700 199,700 199,700 158,138 CHF 160,135 CHF 98.93% 98.93%
15/11/2024 1.17% 0.74 CHF 0.75 CHF 175,300 175,300 175,300 175,300 149,131 CHF 150,884 CHF 100.00% 100.00%
14/11/2024 1.04% 1.00 CHF 1.01 CHF 180,600 180,600 180,600 180,600 173,534 CHF 175,340 CHF 100.00% 100.00%
13/11/2024 1.06% 0.93 CHF 0.94 CHF 171,000 171,000 171,000 171,000 161,200 CHF 162,910 CHF 99.86% 99.86%
12/11/2024 0.85% 1.09 CHF 1.10 CHF 139,100 139,100 139,100 139,100 163,382 CHF 164,773 CHF 100.00% 100.00%
11/11/2024 0.79% 1.30 CHF 1.31 CHF 133,000 133,000 133,000 133,000 168,765 CHF 170,095 CHF 100.00% 100.00%
08/11/2024 0.93% 1.08 CHF 1.09 CHF 134,100 134,100 134,100 134,100 144,038 CHF 145,379 CHF 100.00% 100.00%
07/11/2024 0.87% 1.18 CHF 1.19 CHF 138,500 138,500 138,500 138,500 159,115 CHF 160,500 CHF 99.67% 99.67%

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