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 2.82% 0.35 CHF 0.36 CHF 419,000 419,000 419,000 419,000 146,313 CHF 150,503 CHF 100.00% 100.00%
19/11/2024 2.76% 0.35 CHF 0.36 CHF 419,000 419,000 419,000 419,000 149,758 CHF 153,948 CHF 100.00% 100.00%
18/11/2024 2.85% 0.34 CHF 0.35 CHF 419,000 419,000 419,000 419,000 144,906 CHF 149,096 CHF 100.00% 100.00%
15/11/2024 2.82% 0.34 CHF 0.35 CHF 419,000 419,000 419,000 419,000 146,537 CHF 150,727 CHF 100.00% 100.00%
14/11/2024 2.64% 0.37 CHF 0.38 CHF 419,000 419,000 423,252 423,252 158,136 CHF 162,368 CHF 99.33% 99.33%
13/11/2024 2.48% 0.40 CHF 0.41 CHF 442,000 442,000 442,000 442,000 175,958 CHF 180,378 CHF 100.00% 100.00%
12/11/2024 2.61% 0.40 CHF 0.41 CHF 442,000 442,000 423,457 423,457 160,562 CHF 164,797 CHF 100.00% 100.00%
11/11/2024 2.78% 0.36 CHF 0.37 CHF 419,000 419,000 419,000 419,000 148,750 CHF 152,940 CHF 99.93% 99.93%
08/11/2024 2.77% 0.35 CHF 0.36 CHF 419,000 419,000 418,974 418,974 149,191 CHF 153,381 CHF 100.00% 100.00%
07/11/2024 2.92% 0.33 CHF 0.34 CHF 396,000 396,000 399,594 399,594 134,928 CHF 138,924 CHF 100.00% 100.00%

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