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% 0.95 CHF 0.96 CHF 275,000 275,000 268,991 268,991 253,307 CHF 255,997 CHF 99.47% 99.47%
19/11/2024 1.10% 0.91 CHF 0.92 CHF 265,000 265,000 260,824 260,824 235,850 CHF 238,458 CHF 100.00% 100.00%
18/11/2024 1.13% 0.89 CHF 0.90 CHF 255,000 255,000 253,758 253,758 222,900 CHF 225,438 CHF 100.00% 100.00%
15/11/2024 1.14% 0.88 CHF 0.89 CHF 255,000 255,000 253,095 253,095 221,676 CHF 224,207 CHF 100.00% 100.00%
14/11/2024 1.12% 0.88 CHF 0.89 CHF 255,000 255,000 254,939 254,939 225,918 CHF 228,468 CHF 98.26% 98.26%
13/11/2024 1.12% 0.89 CHF 0.90 CHF 260,000 260,000 255,166 255,166 225,621 CHF 228,172 CHF 100.00% 100.00%
12/11/2024 1.19% 0.87 CHF 0.88 CHF 255,000 255,000 245,179 245,179 208,277 CHF 210,733 CHF 98.90% 98.90%
11/11/2024 1.16% 0.85 CHF 0.86 CHF 250,000 250,000 248,429 248,429 212,632 CHF 215,116 CHF 99.24% 99.24%
08/11/2024 1.16% 0.85 CHF 0.86 CHF 250,000 250,000 248,092 248,092 212,472 CHF 214,953 CHF 93.02% 93.02%
07/11/2024 1.18% 0.83 CHF 0.84 CHF 240,000 240,000 243,381 243,381 205,440 CHF 207,874 CHF 99.40% 99.40%

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