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 1.61% 0.63 CHF 0.64 CHF 208,000 208,000 207,965 207,965 128,335 CHF 130,414 CHF 100.00% 100.00%
19/11/2024 1.57% 0.63 CHF 0.64 CHF 208,000 208,000 208,037 208,037 131,166 CHF 133,246 CHF 100.00% 100.00%
18/11/2024 1.66% 0.59 CHF 0.60 CHF 203,000 203,000 205,399 205,399 122,657 CHF 124,711 CHF 100.00% 100.00%
15/11/2024 1.68% 0.60 CHF 0.61 CHF 208,000 208,000 203,868 203,868 120,124 CHF 122,162 CHF 100.00% 100.00%
14/11/2024 1.61% 0.59 CHF 0.60 CHF 203,000 203,000 207,188 207,188 127,914 CHF 129,986 CHF 100.00% 100.00%
13/11/2024 1.50% 0.65 CHF 0.66 CHF 208,000 208,000 211,766 211,766 139,918 CHF 142,036 CHF 100.00% 100.00%
12/11/2024 1.53% 0.69 CHF 0.70 CHF 213,000 213,000 208,820 208,820 135,205 CHF 137,294 CHF 99.85% 99.85%
11/11/2024 1.69% 0.59 CHF 0.60 CHF 203,000 203,000 203,169 203,169 119,343 CHF 121,375 CHF 99.73% 99.73%
08/11/2024 1.81% 0.61 CHF 0.62 CHF 208,000 208,000 198,481 198,481 114,912 CHF 116,948 CHF 100.00% 100.00%
07/11/2024 2.19% 0.45 CHF 0.46 CHF 194,000 194,000 194,669 194,669 88,306 CHF 90,252 CHF 100.00% 100.00%

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