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 0.69% 1.45 CHF 1.46 CHF 275,000 275,000 268,990 268,990 386,854 CHF 389,544 CHF 99.47% 99.47%
19/11/2024 0.71% 1.41 CHF 1.42 CHF 265,000 265,000 260,824 260,824 365,608 CHF 368,216 CHF 100.00% 100.00%
18/11/2024 0.72% 1.39 CHF 1.40 CHF 255,000 255,000 253,757 253,757 349,398 CHF 351,935 CHF 100.00% 100.00%
15/11/2024 0.72% 1.37 CHF 1.38 CHF 255,000 255,000 253,094 253,094 348,032 CHF 350,563 CHF 100.00% 100.00%
14/11/2024 0.72% 1.38 CHF 1.39 CHF 255,000 255,000 254,939 254,939 353,185 CHF 355,735 CHF 98.94% 98.94%
13/11/2024 0.72% 1.39 CHF 1.40 CHF 260,000 260,000 255,166 255,166 352,980 CHF 355,532 CHF 100.00% 100.00%
12/11/2024 0.75% 1.37 CHF 1.38 CHF 255,000 255,000 244,720 244,720 330,066 CHF 332,519 CHF 99.54% 99.54%
11/11/2024 0.74% 1.35 CHF 1.36 CHF 250,000 250,000 248,429 248,429 336,717 CHF 339,202 CHF 99.24% 99.24%
08/11/2024 0.73% 1.35 CHF 1.36 CHF 250,000 250,000 248,201 248,201 336,777 CHF 339,259 CHF 97.47% 97.47%
07/11/2024 0.74% 1.33 CHF 1.34 CHF 240,000 240,000 243,383 243,383 327,735 CHF 330,169 CHF 99.40% 99.40%

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