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 0.74% 1.41 CHF 1.42 CHF 636,900 636,900 636,900 636,900 858,109 CHF 864,478 CHF 100.00% 100.00%
19/11/2024 0.70% 1.39 CHF 1.40 CHF 675,900 675,900 675,900 675,900 957,244 CHF 964,003 CHF 100.00% 100.00%
18/11/2024 0.75% 1.30 CHF 1.31 CHF 670,000 670,000 670,000 670,000 887,453 CHF 894,153 CHF 98.93% 98.93%
15/11/2024 0.78% 1.31 CHF 1.32 CHF 705,400 705,400 705,400 705,400 900,239 CHF 907,293 CHF 100.00% 100.00%
14/11/2024 0.77% 1.25 CHF 1.26 CHF 623,400 623,400 623,400 623,400 804,135 CHF 810,369 CHF 100.00% 100.00%
13/11/2024 0.71% 1.41 CHF 1.42 CHF 631,700 631,700 631,700 631,700 885,328 CHF 891,645 CHF 99.46% 99.46%
12/11/2024 0.79% 1.39 CHF 1.40 CHF 789,400 789,400 789,400 789,400 997,022 CHF 1,004,920 CHF 100.00% 100.00%
11/11/2024 0.88% 1.14 CHF 1.15 CHF 706,200 706,200 706,055 706,055 801,354 CHF 808,416 CHF 100.00% 100.00%
08/11/2024 0.81% 1.25 CHF 1.26 CHF 781,900 781,900 781,900 781,900 957,534 CHF 965,353 CHF 99.87% 99.87%
07/11/2024 0.85% 1.14 CHF 1.15 CHF 729,400 729,400 729,400 729,400 856,754 CHF 864,048 CHF 99.68% 99.68%

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