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
25/11/2024 1.54% 0.63 CHF 0.65 CHF 181,000 181,000 181,272 181,272 116,684 CHF 118,497 CHF 0.96% 97.34%
22/11/2024 1.50% 0.66 CHF 0.67 CHF 185,000 185,000 180,482 180,482 119,165 CHF 120,970 CHF 100.00% 100.00%
20/11/2024 1.50% 0.66 CHF 0.67 CHF 185,000 185,000 180,063 180,063 118,839 CHF 120,640 CHF 100.00% 100.00%
19/11/2024 1.51% 0.66 CHF 0.67 CHF 185,000 185,000 179,861 179,861 118,525 CHF 120,324 CHF 100.00% 100.00%
18/11/2024 1.50% 0.66 CHF 0.67 CHF 185,000 185,000 180,086 180,086 119,193 CHF 120,994 CHF 100.00% 100.00%
15/11/2024 1.48% 0.67 CHF 0.68 CHF 185,000 185,000 179,871 179,871 120,251 CHF 122,050 CHF 100.00% 100.00%
14/11/2024 1.44% 0.68 CHF 0.69 CHF 185,000 185,000 182,214 182,214 125,201 CHF 127,023 CHF 99.39% 99.39%
13/11/2024 1.47% 0.68 CHF 0.69 CHF 185,000 185,000 180,538 180,538 121,662 CHF 123,468 CHF 100.00% 100.00%
12/11/2024 1.48% 0.68 CHF 0.69 CHF 185,000 185,000 179,309 179,309 120,530 CHF 122,323 CHF 98.86% 100.00%
11/11/2024 1.55% 0.65 CHF 0.66 CHF 181,000 181,000 172,557 172,557 110,430 CHF 112,155 CHF 99.93% 99.93%

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