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 1.00% 1.03 CHF 1.04 CHF 418,400 418,400 418,400 418,400 417,819 CHF 422,003 CHF 100.00% 100.00%
19/11/2024 0.95% 1.02 CHF 1.03 CHF 421,800 421,800 421,800 421,800 439,986 CHF 444,204 CHF 100.00% 100.00%
18/11/2024 0.98% 0.99 CHF 1.00 CHF 411,100 411,100 411,100 411,100 415,629 CHF 419,740 CHF 98.94% 98.94%
15/11/2024 1.01% 1.03 CHF 1.04 CHF 433,800 433,800 433,800 433,800 429,256 CHF 433,594 CHF 100.00% 100.00%
14/11/2024 1.05% 0.93 CHF 0.94 CHF 427,700 427,700 427,700 427,700 404,263 CHF 408,540 CHF 100.00% 100.00%
13/11/2024 1.04% 0.96 CHF 0.97 CHF 438,000 438,000 438,000 438,000 418,061 CHF 422,441 CHF 99.87% 99.87%
12/11/2024 1.11% 0.92 CHF 0.93 CHF 475,000 475,000 475,000 475,000 427,352 CHF 432,102 CHF 100.00% 100.00%
11/11/2024 1.13% 0.87 CHF 0.88 CHF 484,500 484,500 484,500 484,500 424,952 CHF 429,797 CHF 100.00% 100.00%
08/11/2024 1.07% 0.92 CHF 0.93 CHF 482,400 482,400 482,400 482,400 447,021 CHF 451,845 CHF 100.00% 100.00%
07/11/2024 1.10% 0.90 CHF 0.91 CHF 475,100 475,100 475,100 475,100 428,653 CHF 433,404 CHF 99.68% 99.68%

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