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 156,000 156,000 155,165 155,165 131,863 CHF 133,415 CHF 100.00% 100.00%
19/11/2024 1.15% 0.86 CHF 0.87 CHF 156,000 156,000 155,840 155,840 134,806 CHF 136,364 CHF 100.00% 100.00%
18/11/2024 1.16% 0.86 CHF 0.87 CHF 156,000 156,000 154,831 154,831 132,210 CHF 133,759 CHF 100.00% 100.00%
15/11/2024 1.12% 0.89 CHF 0.90 CHF 158,000 158,000 155,656 155,656 137,608 CHF 139,165 CHF 100.00% 100.00%
14/11/2024 1.06% 0.90 CHF 0.91 CHF 156,000 156,000 158,864 158,864 149,227 CHF 150,816 CHF 99.33% 99.33%
13/11/2024 1.03% 0.98 CHF 0.99 CHF 162,000 162,000 160,421 160,421 155,300 CHF 156,904 CHF 100.00% 100.00%
12/11/2024 1.13% 0.92 CHF 0.93 CHF 158,000 158,000 155,878 155,878 137,332 CHF 138,891 CHF 100.00% 100.00%
11/11/2024 1.11% 0.88 CHF 0.89 CHF 156,000 156,000 156,558 156,558 140,926 CHF 142,491 CHF 99.93% 99.93%
08/11/2024 1.08% 0.93 CHF 0.94 CHF 158,000 158,000 157,102 157,102 145,132 CHF 146,703 CHF 99.40% 99.40%
07/11/2024 1.21% 0.82 CHF 0.83 CHF 152,000 152,000 151,697 151,697 124,301 CHF 125,818 CHF 100.00% 100.00%

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