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 1.74% 0.58 CHF 0.59 CHF 490,000 490,000 489,083 489,083 278,605 CHF 283,496 CHF 100.00% 100.00%
19/11/2024 1.75% 0.57 CHF 0.58 CHF 490,000 490,000 488,963 488,963 277,751 CHF 282,640 CHF 100.00% 100.00%
18/11/2024 1.84% 0.54 CHF 0.55 CHF 480,000 480,000 480,000 480,000 258,976 CHF 263,776 CHF 100.00% 100.00%
15/11/2024 1.83% 0.55 CHF 0.56 CHF 485,000 485,000 480,310 480,310 260,007 CHF 264,810 CHF 100.00% 100.00%
14/11/2024 1.85% 0.53 CHF 0.54 CHF 475,000 475,000 478,462 478,462 256,433 CHF 261,217 CHF 100.00% 100.00%
13/11/2024 1.80% 0.55 CHF 0.56 CHF 485,000 485,000 482,669 482,669 265,592 CHF 270,418 CHF 100.00% 100.00%
12/11/2024 1.83% 0.55 CHF 0.56 CHF 480,000 480,000 480,000 480,000 259,704 CHF 264,504 CHF 99.85% 99.85%
11/11/2024 1.92% 0.52 CHF 0.53 CHF 475,000 475,000 471,428 471,428 243,821 CHF 248,536 CHF 99.64% 99.64%
08/11/2024 1.91% 0.52 CHF 0.53 CHF 475,000 475,000 473,446 473,446 245,833 CHF 250,568 CHF 98.68% 98.68%
07/11/2024 1.95% 0.51 CHF 0.52 CHF 470,000 470,000 470,000 470,000 239,244 CHF 243,944 CHF 100.00% 100.00%

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