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 1.11% 0.90 CHF 0.91 CHF 490,000 490,000 489,083 489,083 439,294 CHF 444,185 CHF 100.00% 100.00%
19/11/2024 1.11% 0.90 CHF 0.91 CHF 490,000 490,000 488,963 488,963 438,605 CHF 443,495 CHF 100.00% 100.00%
18/11/2024 1.14% 0.87 CHF 0.88 CHF 480,000 480,000 480,000 480,000 416,890 CHF 421,690 CHF 100.00% 100.00%
15/11/2024 1.14% 0.88 CHF 0.89 CHF 485,000 485,000 480,310 480,310 418,200 CHF 423,003 CHF 100.00% 100.00%
14/11/2024 1.15% 0.86 CHF 0.87 CHF 475,000 475,000 478,462 478,462 413,938 CHF 418,723 CHF 100.00% 100.00%
13/11/2024 1.13% 0.88 CHF 0.89 CHF 485,000 485,000 482,670 482,670 424,480 CHF 429,307 CHF 100.00% 100.00%
12/11/2024 1.14% 0.88 CHF 0.89 CHF 480,000 480,000 480,000 480,000 417,814 CHF 422,614 CHF 99.85% 99.85%
11/11/2024 1.17% 0.85 CHF 0.86 CHF 475,000 475,000 471,428 471,428 398,950 CHF 403,664 CHF 99.68% 99.68%
08/11/2024 1.17% 0.85 CHF 0.86 CHF 475,000 475,000 473,441 473,441 401,793 CHF 406,527 CHF 98.79% 98.79%
07/11/2024 1.19% 0.84 CHF 0.85 CHF 470,000 470,000 470,000 470,000 393,898 CHF 398,598 CHF 100.00% 100.00%

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