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 1.12% 0.90 CHF 0.91 CHF 208,000 208,000 207,965 207,965 184,468 CHF 186,548 CHF 100.00% 100.00%
19/11/2024 1.10% 0.90 CHF 0.91 CHF 208,000 208,000 208,037 208,037 187,284 CHF 189,365 CHF 100.00% 100.00%
18/11/2024 1.15% 0.86 CHF 0.87 CHF 203,000 203,000 205,399 205,399 178,096 CHF 180,150 CHF 100.00% 100.00%
15/11/2024 1.16% 0.87 CHF 0.88 CHF 208,000 208,000 203,868 203,868 175,108 CHF 177,147 CHF 100.00% 100.00%
14/11/2024 1.12% 0.86 CHF 0.87 CHF 203,000 203,000 207,189 207,189 183,840 CHF 185,912 CHF 100.00% 100.00%
13/11/2024 1.07% 0.92 CHF 0.93 CHF 208,000 208,000 211,765 211,765 197,081 CHF 199,199 CHF 100.00% 100.00%
12/11/2024 1.08% 0.96 CHF 0.97 CHF 213,000 213,000 208,821 208,821 191,645 CHF 193,734 CHF 99.87% 99.87%
11/11/2024 1.16% 0.86 CHF 0.87 CHF 203,000 203,000 203,170 203,170 174,216 CHF 176,248 CHF 99.71% 99.71%
08/11/2024 1.23% 0.88 CHF 0.89 CHF 208,000 208,000 198,481 198,481 168,515 CHF 170,551 CHF 100.00% 100.00%
07/11/2024 1.37% 0.72 CHF 0.73 CHF 194,000 194,000 194,669 194,669 140,898 CHF 142,845 CHF 100.00% 100.00%

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