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
22/11/2024 1.35% 0.87 CHF 0.88 CHF 498,300 498,300 271,689 271,689 207,928 CHF 210,654 CHF 99.94% 99.94%
20/11/2024 1.32% 0.72 CHF 0.73 CHF 500,400 500,400 257,906 257,906 196,699 CHF 199,287 CHF 99.90% 99.90%
19/11/2024 1.42% 0.78 CHF 0.79 CHF 521,100 521,100 280,045 280,045 202,742 CHF 205,548 CHF 99.55% 99.55%
18/11/2024 1.33% 0.78 CHF 0.79 CHF 603,500 603,500 317,773 317,773 243,868 CHF 247,055 CHF 98.72% 98.72%
15/11/2024 1.87% 0.59 CHF 0.60 CHF 710,800 710,800 378,884 378,884 208,758 CHF 212,555 CHF 99.46% 99.46%
14/11/2024 1.49% 0.60 CHF 0.61 CHF 579,800 579,800 296,884 296,884 197,357 CHF 200,332 CHF 98.87% 98.87%
13/11/2024 1.38% 0.69 CHF 0.70 CHF 577,700 577,700 295,299 295,299 216,226 CHF 219,185 CHF 99.34% 99.34%
12/11/2024 1.20% 0.80 CHF 0.81 CHF 446,100 446,100 221,412 221,412 185,416 CHF 187,635 CHF 96.71% 96.71%
11/11/2024 1.21% 0.93 CHF 0.94 CHF 533,300 533,300 289,805 289,805 244,537 CHF 247,442 CHF 99.30% 99.30%
08/11/2024 1.94% 0.63 CHF 0.64 CHF 735,900 735,900 392,705 392,705 212,318 CHF 216,253 CHF 100.00% 100.00%

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