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 1.07% 0.94 CHF 0.95 CHF 275,000 275,000 268,991 268,991 249,996 CHF 252,685 CHF 99.47% 99.47%
19/11/2024 1.11% 0.90 CHF 0.91 CHF 265,000 265,000 260,824 260,824 232,733 CHF 235,341 CHF 100.00% 100.00%
18/11/2024 1.15% 0.88 CHF 0.89 CHF 255,000 255,000 253,757 253,757 219,811 CHF 222,348 CHF 100.00% 100.00%
15/11/2024 1.15% 0.86 CHF 0.87 CHF 255,000 255,000 253,094 253,094 217,995 CHF 220,526 CHF 100.00% 100.00%
14/11/2024 1.14% 0.86 CHF 0.87 CHF 255,000 255,000 254,942 254,942 222,773 CHF 225,322 CHF 99.39% 99.39%
13/11/2024 1.14% 0.88 CHF 0.89 CHF 260,000 260,000 255,166 255,166 222,322 CHF 224,873 CHF 100.00% 100.00%
12/11/2024 1.21% 0.86 CHF 0.87 CHF 255,000 255,000 244,732 244,732 204,949 CHF 207,402 CHF 100.00% 100.00%
11/11/2024 1.18% 0.84 CHF 0.85 CHF 250,000 250,000 248,429 248,429 209,591 CHF 212,076 CHF 99.24% 99.24%
08/11/2024 1.18% 0.84 CHF 0.85 CHF 250,000 250,000 248,181 248,181 209,149 CHF 211,631 CHF 100.00% 100.00%
07/11/2024 1.19% 0.82 CHF 0.83 CHF 240,000 240,000 243,383 243,383 202,519 CHF 204,953 CHF 99.40% 99.40%

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