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 1.30% 0.74 CHF 0.75 CHF 156,000 156,000 155,165 155,165 118,419 CHF 119,971 CHF 100.00% 100.00%
19/11/2024 1.33% 0.76 CHF 0.77 CHF 156,000 156,000 155,838 155,838 116,344 CHF 117,902 CHF 100.00% 100.00%
18/11/2024 1.30% 0.76 CHF 0.77 CHF 156,000 156,000 154,832 154,832 118,210 CHF 119,759 CHF 100.00% 100.00%
15/11/2024 1.35% 0.73 CHF 0.74 CHF 158,000 158,000 155,656 155,656 114,923 CHF 116,480 CHF 100.00% 100.00%
14/11/2024 1.46% 0.73 CHF 0.74 CHF 156,000 156,000 158,865 158,865 108,212 CHF 109,801 CHF 99.33% 99.33%
13/11/2024 1.52% 0.64 CHF 0.65 CHF 162,000 162,000 160,422 160,422 104,891 CHF 106,496 CHF 100.00% 100.00%
12/11/2024 1.34% 0.70 CHF 0.71 CHF 158,000 158,000 155,878 155,878 115,444 CHF 117,002 CHF 100.00% 100.00%
11/11/2024 1.37% 0.74 CHF 0.75 CHF 156,000 156,000 156,558 156,558 113,471 CHF 115,037 CHF 99.93% 99.93%
08/11/2024 1.41% 0.70 CHF 0.71 CHF 158,000 158,000 157,102 157,102 110,959 CHF 112,530 CHF 99.40% 99.40%
07/11/2024 1.21% 0.82 CHF 0.83 CHF 152,000 152,000 151,697 151,697 124,225 CHF 125,742 CHF 100.00% 100.00%

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