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 1.21% 0.83 CHF 0.84 CHF 390,000 390,000 387,911 387,911 319,661 CHF 323,540 CHF 100.00% 100.00%
19/11/2024 1.20% 0.83 CHF 0.84 CHF 390,000 390,000 389,597 389,597 323,068 CHF 326,964 CHF 100.00% 100.00%
18/11/2024 1.20% 0.83 CHF 0.84 CHF 390,000 390,000 387,080 387,080 320,210 CHF 324,081 CHF 100.00% 100.00%
15/11/2024 1.18% 0.84 CHF 0.85 CHF 395,000 395,000 389,142 389,142 327,215 CHF 331,106 CHF 100.00% 100.00%
14/11/2024 1.15% 0.85 CHF 0.86 CHF 390,000 390,000 397,159 397,159 342,254 CHF 346,225 CHF 99.39% 99.39%
13/11/2024 1.14% 0.88 CHF 0.89 CHF 405,000 405,000 401,050 401,050 350,544 CHF 354,555 CHF 100.00% 100.00%
12/11/2024 1.19% 0.86 CHF 0.87 CHF 395,000 395,000 389,696 389,696 326,765 CHF 330,662 CHF 100.00% 100.00%
11/11/2024 1.17% 0.84 CHF 0.85 CHF 390,000 390,000 391,394 391,394 331,923 CHF 335,837 CHF 99.93% 99.93%
08/11/2024 1.16% 0.86 CHF 0.87 CHF 395,000 395,000 392,755 392,755 336,815 CHF 340,743 CHF 99.40% 99.40%
07/11/2024 1.22% 0.82 CHF 0.83 CHF 380,000 380,000 379,242 379,242 309,698 CHF 313,490 CHF 100.00% 100.00%

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