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 1.47% 0.68 CHF 0.69 CHF 390,000 390,000 387,912 387,912 261,134 CHF 265,013 CHF 100.00% 100.00%
19/11/2024 1.46% 0.68 CHF 0.69 CHF 390,000 390,000 389,599 389,599 264,465 CHF 268,361 CHF 100.00% 100.00%
18/11/2024 1.47% 0.68 CHF 0.69 CHF 390,000 390,000 387,077 387,077 261,691 CHF 265,562 CHF 100.00% 100.00%
15/11/2024 1.44% 0.69 CHF 0.70 CHF 395,000 395,000 389,143 389,143 268,065 CHF 271,957 CHF 100.00% 100.00%
14/11/2024 1.40% 0.69 CHF 0.70 CHF 390,000 390,000 397,160 397,160 282,308 CHF 286,280 CHF 99.33% 99.33%
13/11/2024 1.38% 0.73 CHF 0.74 CHF 405,000 405,000 401,053 401,053 289,720 CHF 293,730 CHF 100.00% 100.00%
12/11/2024 1.45% 0.70 CHF 0.71 CHF 395,000 395,000 389,692 389,692 267,387 CHF 271,284 CHF 99.98% 99.98%
11/11/2024 1.43% 0.69 CHF 0.70 CHF 390,000 390,000 391,395 391,395 272,300 CHF 276,213 CHF 99.93% 99.93%
08/11/2024 1.41% 0.71 CHF 0.72 CHF 395,000 395,000 392,756 392,756 277,243 CHF 281,170 CHF 99.40% 99.40%
07/11/2024 1.49% 0.66 CHF 0.67 CHF 380,000 380,000 379,242 379,242 252,149 CHF 255,942 CHF 100.00% 100.00%

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