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 2.93% 0.31 CHF 0.32 CHF 196,000 196,000 193,123 193,123 65,034 CHF 66,965 CHF 100.00% 100.00%
19/11/2024 3.03% 0.34 CHF 0.35 CHF 192,000 192,000 193,847 193,847 63,148 CHF 65,086 CHF 100.00% 100.00%
18/11/2024 2.61% 0.36 CHF 0.37 CHF 192,000 192,000 190,953 190,953 72,290 CHF 74,200 CHF 100.00% 100.00%
15/11/2024 2.31% 0.42 CHF 0.43 CHF 188,000 188,000 188,000 188,000 80,499 CHF 82,379 CHF 100.00% 100.00%
14/11/2024 2.58% 0.43 CHF 0.44 CHF 188,000 188,000 190,131 190,131 73,117 CHF 75,018 CHF 100.00% 100.00%
13/11/2024 2.71% 0.35 CHF 0.36 CHF 192,000 192,000 191,938 191,938 69,817 CHF 71,737 CHF 100.00% 100.00%
12/11/2024 2.54% 0.36 CHF 0.37 CHF 192,000 192,000 189,076 189,076 73,511 CHF 75,402 CHF 100.00% 100.00%
11/11/2024 1.99% 0.46 CHF 0.47 CHF 183,000 183,000 182,388 182,388 90,650 CHF 92,474 CHF 100.00% 100.00%
08/11/2024 1.96% 0.48 CHF 0.49 CHF 183,000 183,000 181,975 181,975 92,029 CHF 93,848 CHF 99.20% 99.20%
07/11/2024 1.53% 0.62 CHF 0.63 CHF 175,000 175,000 173,175 173,175 112,363 CHF 114,094 CHF 100.00% 100.00%

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