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 0.77% 1.31 CHF 1.32 CHF 275,000 275,000 268,988 268,988 349,287 CHF 351,977 CHF 99.47% 99.47%
19/11/2024 0.79% 1.27 CHF 1.28 CHF 265,000 265,000 260,823 260,823 329,154 CHF 331,762 CHF 100.00% 100.00%
18/11/2024 0.81% 1.25 CHF 1.26 CHF 255,000 255,000 253,757 253,757 313,810 CHF 316,347 CHF 100.00% 100.00%
15/11/2024 0.81% 1.23 CHF 1.24 CHF 255,000 255,000 253,095 253,095 312,354 CHF 314,885 CHF 100.00% 100.00%
14/11/2024 0.80% 1.24 CHF 1.25 CHF 255,000 255,000 254,941 254,941 317,406 CHF 319,956 CHF 99.34% 99.34%
13/11/2024 0.80% 1.25 CHF 1.26 CHF 260,000 260,000 255,167 255,167 317,149 CHF 319,701 CHF 100.00% 100.00%
12/11/2024 0.84% 1.23 CHF 1.24 CHF 255,000 255,000 244,733 244,733 295,786 CHF 298,239 CHF 100.00% 100.00%
11/11/2024 0.82% 1.21 CHF 1.22 CHF 250,000 250,000 248,430 248,430 301,799 CHF 304,284 CHF 99.24% 99.24%
08/11/2024 0.82% 1.21 CHF 1.22 CHF 250,000 250,000 248,181 248,181 301,713 CHF 304,195 CHF 100.00% 100.00%
07/11/2024 0.83% 1.19 CHF 1.20 CHF 240,000 240,000 243,382 243,382 293,319 CHF 295,753 CHF 99.40% 99.40%

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