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
25/11/2024 1.77% 0.54 CHF 0.55 CHF 162,000 162,000 161,923 161,923 90,696 CHF 92,316 CHF 100.00% 100.00%
22/11/2024 1.67% 0.63 CHF 0.64 CHF 160,000 160,000 161,218 161,218 95,857 CHF 97,469 CHF 100.00% 100.00%
20/11/2024 2.01% 0.49 CHF 0.50 CHF 166,000 166,000 164,553 164,553 81,169 CHF 82,815 CHF 100.00% 100.00%
19/11/2024 2.05% 0.49 CHF 0.50 CHF 164,000 164,000 165,537 165,537 79,777 CHF 81,433 CHF 99.90% 99.90%
18/11/2024 2.02% 0.50 CHF 0.51 CHF 164,000 164,000 164,764 164,764 80,934 CHF 82,582 CHF 100.00% 100.00%
15/11/2024 1.87% 0.52 CHF 0.53 CHF 164,000 164,000 163,986 163,986 86,887 CHF 88,527 CHF 100.00% 100.00%
14/11/2024 1.77% 0.59 CHF 0.60 CHF 162,000 162,000 162,417 162,417 91,113 CHF 92,737 CHF 100.00% 100.00%
13/11/2024 1.84% 0.54 CHF 0.55 CHF 164,000 164,000 163,695 163,695 88,217 CHF 89,854 CHF 100.00% 100.00%
12/11/2024 1.71% 0.56 CHF 0.57 CHF 162,000 162,000 162,000 162,000 93,915 CHF 95,535 CHF 99.89% 99.89%
11/11/2024 1.63% 0.61 CHF 0.62 CHF 162,000 162,000 160,732 160,732 98,028 CHF 99,635 CHF 100.00% 100.00%

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