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 1.06% 0.94 CHF 0.95 CHF 390,000 390,000 387,912 387,912 364,285 CHF 368,164 CHF 100.00% 100.00%
19/11/2024 1.05% 0.94 CHF 0.95 CHF 390,000 390,000 389,602 389,602 368,478 CHF 372,374 CHF 100.00% 100.00%
18/11/2024 1.06% 0.95 CHF 0.96 CHF 390,000 390,000 387,078 387,078 364,784 CHF 368,655 CHF 100.00% 100.00%
15/11/2024 1.04% 0.96 CHF 0.97 CHF 395,000 395,000 389,141 389,141 371,962 CHF 375,853 CHF 100.00% 100.00%
14/11/2024 1.02% 0.96 CHF 0.97 CHF 390,000 390,000 397,160 397,160 388,116 CHF 392,087 CHF 99.33% 99.33%
13/11/2024 1.01% 0.99 CHF 1.00 CHF 405,000 405,000 401,050 401,050 396,673 CHF 400,684 CHF 100.00% 100.00%
12/11/2024 1.04% 0.97 CHF 0.98 CHF 395,000 395,000 389,696 389,696 371,873 CHF 375,770 CHF 100.00% 100.00%
11/11/2024 1.04% 0.96 CHF 0.97 CHF 390,000 390,000 391,394 391,394 376,144 CHF 380,058 CHF 99.93% 99.93%
08/11/2024 1.02% 0.97 CHF 0.98 CHF 395,000 395,000 392,758 392,758 382,318 CHF 386,246 CHF 99.30% 99.30%
07/11/2024 1.07% 0.93 CHF 0.94 CHF 380,000 380,000 379,242 379,242 354,161 CHF 357,954 CHF 100.00% 100.00%

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