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 1.30% 0.82 CHF 0.83 CHF 532,200 532,200 204,394 204,394 164,000 CHF 166,050 CHF 99.90% 99.90%
19/11/2024 1.11% 0.86 CHF 0.87 CHF 408,300 408,300 162,038 162,038 145,908 CHF 147,531 CHF 97.53% 97.53%
18/11/2024 1.04% 0.95 CHF 0.96 CHF 435,700 435,700 169,045 169,045 166,210 CHF 167,904 CHF 98.85% 98.92%
15/11/2024 1.20% 0.90 CHF 0.91 CHF 509,200 509,200 201,063 201,063 173,844 CHF 175,858 CHF 99.73% 99.73%
14/11/2024 1.26% 0.78 CHF 0.79 CHF 459,300 459,300 183,598 183,598 146,705 CHF 148,544 CHF 100.00% 100.00%
13/11/2024 1.30% 0.80 CHF 0.81 CHF 535,900 535,900 199,055 199,055 157,076 CHF 159,070 CHF 100.00% 100.00%
12/11/2024 1.21% 0.79 CHF 0.80 CHF 441,300 441,300 181,276 181,276 147,321 CHF 149,136 CHF 100.00% 100.00%
11/11/2024 1.27% 0.83 CHF 0.84 CHF 521,600 521,600 201,111 201,111 164,313 CHF 166,327 CHF 100.00% 100.00%
08/11/2024 1.32% 0.79 CHF 0.80 CHF 544,000 544,000 210,285 210,285 163,877 CHF 165,983 CHF 100.00% 100.00%
07/11/2024 1.22% 0.79 CHF 0.80 CHF 484,600 484,600 192,056 192,056 155,978 CHF 157,901 CHF 99.76% 99.76%

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