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 1.09% 0.98 CHF 0.99 CHF 637,800 637,800 637,800 637,800 584,690 CHF 591,068 CHF 100.00% 100.00%
19/11/2024 1.01% 0.96 CHF 0.97 CHF 694,200 694,200 694,200 694,200 685,055 CHF 691,997 CHF 100.00% 100.00%
18/11/2024 1.11% 0.87 CHF 0.88 CHF 685,500 685,500 685,500 685,500 612,414 CHF 619,269 CHF 98.93% 98.93%
15/11/2024 1.18% 0.88 CHF 0.89 CHF 737,800 737,800 737,800 737,800 623,097 CHF 630,475 CHF 100.00% 100.00%
14/11/2024 1.16% 0.82 CHF 0.83 CHF 613,900 613,900 613,900 613,900 528,477 CHF 534,616 CHF 100.00% 100.00%
13/11/2024 1.02% 0.99 CHF 1.00 CHF 625,700 625,700 625,700 625,700 611,983 CHF 618,240 CHF 99.46% 99.46%
12/11/2024 1.18% 0.96 CHF 0.97 CHF 851,300 851,300 851,300 851,300 718,517 CHF 727,030 CHF 100.00% 100.00%
11/11/2024 1.38% 0.72 CHF 0.73 CHF 721,700 721,700 721,556 721,556 520,361 CHF 527,578 CHF 100.00% 100.00%
08/11/2024 1.23% 0.84 CHF 0.85 CHF 833,500 833,500 833,500 833,500 676,672 CHF 685,007 CHF 99.87% 99.87%
07/11/2024 1.30% 0.73 CHF 0.74 CHF 752,600 752,600 752,600 752,600 574,078 CHF 581,604 CHF 99.67% 99.67%

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