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 1.22% 0.80 CHF 0.81 CHF 166,000 166,000 164,553 164,553 133,560 CHF 135,206 CHF 100.00% 100.00%
19/11/2024 1.24% 0.81 CHF 0.82 CHF 164,000 164,000 165,537 165,537 132,493 CHF 134,149 CHF 99.88% 99.88%
18/11/2024 1.23% 0.82 CHF 0.83 CHF 164,000 164,000 164,764 164,764 133,357 CHF 135,005 CHF 100.00% 100.00%
15/11/2024 1.17% 0.84 CHF 0.85 CHF 164,000 164,000 163,985 163,985 139,041 CHF 140,681 CHF 100.00% 100.00%
14/11/2024 1.13% 0.91 CHF 0.92 CHF 162,000 162,000 162,417 162,417 142,655 CHF 144,279 CHF 100.00% 100.00%
13/11/2024 1.16% 0.86 CHF 0.87 CHF 164,000 164,000 163,695 163,695 140,219 CHF 141,856 CHF 100.00% 100.00%
12/11/2024 1.11% 0.88 CHF 0.89 CHF 162,000 162,000 162,000 162,000 145,396 CHF 147,016 CHF 99.91% 99.91%
11/11/2024 1.07% 0.92 CHF 0.93 CHF 162,000 162,000 160,732 160,732 149,189 CHF 150,797 CHF 100.00% 100.00%
08/11/2024 1.08% 0.92 CHF 0.93 CHF 162,000 162,000 161,155 161,155 148,874 CHF 150,485 CHF 98.93% 98.93%
07/11/2024 1.05% 0.91 CHF 0.92 CHF 162,000 162,000 160,470 160,470 151,404 CHF 153,009 CHF 100.00% 100.00%

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