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 2.89% 0.35 CHF 0.36 CHF 249,000 249,000 247,601 247,601 84,439 CHF 86,915 CHF 100.00% 100.00%
19/11/2024 3.09% 0.33 CHF 0.34 CHF 244,000 244,000 241,402 241,402 77,001 CHF 79,415 CHF 100.00% 100.00%
18/11/2024 3.15% 0.31 CHF 0.32 CHF 239,000 239,000 239,000 239,000 74,690 CHF 77,080 CHF 100.00% 100.00%
15/11/2024 3.19% 0.31 CHF 0.32 CHF 234,000 234,000 234,346 234,346 72,292 CHF 74,635 CHF 100.00% 100.00%
14/11/2024 3.17% 0.31 CHF 0.32 CHF 234,000 234,000 237,396 237,396 73,652 CHF 76,026 CHF 99.39% 99.39%
13/11/2024 3.15% 0.31 CHF 0.32 CHF 239,000 239,000 236,845 236,845 74,074 CHF 76,443 CHF 100.00% 100.00%
12/11/2024 3.21% 0.31 CHF 0.32 CHF 239,000 239,000 234,798 234,798 72,015 CHF 74,363 CHF 100.00% 100.00%
11/11/2024 3.28% 0.30 CHF 0.31 CHF 234,000 234,000 233,995 233,995 70,120 CHF 72,460 CHF 99.93% 99.93%
08/11/2024 3.13% 0.31 CHF 0.32 CHF 239,000 239,000 237,799 237,799 74,732 CHF 77,110 CHF 100.00% 100.00%
07/11/2024 3.25% 0.31 CHF 0.32 CHF 234,000 234,000 233,991 233,991 70,891 CHF 73,231 CHF 100.00% 100.00%

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