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 1.17% 0.86 CHF 0.87 CHF 275,000 275,000 268,992 268,992 228,014 CHF 230,704 CHF 99.47% 99.47%
19/11/2024 1.22% 0.82 CHF 0.83 CHF 265,000 265,000 260,825 260,825 211,694 CHF 214,302 CHF 100.00% 100.00%
18/11/2024 1.26% 0.79 CHF 0.80 CHF 255,000 255,000 253,758 253,758 199,410 CHF 201,948 CHF 100.00% 100.00%
15/11/2024 1.27% 0.78 CHF 0.79 CHF 255,000 255,000 253,095 253,095 197,475 CHF 200,006 CHF 100.00% 100.00%
14/11/2024 1.26% 0.78 CHF 0.79 CHF 255,000 255,000 254,941 254,941 201,875 CHF 204,425 CHF 97.92% 97.92%
13/11/2024 1.26% 0.80 CHF 0.81 CHF 260,000 260,000 255,167 255,167 201,565 CHF 204,117 CHF 100.00% 100.00%
12/11/2024 1.34% 0.78 CHF 0.79 CHF 255,000 255,000 244,632 244,632 184,895 CHF 187,347 CHF 98.05% 98.05%
11/11/2024 1.30% 0.76 CHF 0.77 CHF 250,000 250,000 248,429 248,429 189,286 CHF 191,771 CHF 99.24% 99.24%
08/11/2024 1.30% 0.76 CHF 0.77 CHF 250,000 250,000 248,130 248,130 188,956 CHF 191,437 CHF 95.28% 95.28%
07/11/2024 1.32% 0.73 CHF 0.74 CHF 240,000 240,000 243,382 243,382 182,559 CHF 184,993 CHF 99.40% 99.40%

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