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 2.41% 0.39 CHF 0.40 CHF 196,000 196,000 193,124 193,124 79,296 CHF 81,227 CHF 100.00% 100.00%
19/11/2024 2.45% 0.42 CHF 0.43 CHF 192,000 192,000 193,847 193,847 78,067 CHF 80,005 CHF 100.00% 100.00%
18/11/2024 2.18% 0.44 CHF 0.45 CHF 192,000 192,000 190,953 190,953 86,712 CHF 88,622 CHF 100.00% 100.00%
15/11/2024 1.97% 0.50 CHF 0.51 CHF 188,000 188,000 188,000 188,000 94,552 CHF 96,432 CHF 100.00% 100.00%
14/11/2024 2.16% 0.50 CHF 0.51 CHF 188,000 188,000 190,131 190,131 87,385 CHF 89,286 CHF 100.00% 100.00%
13/11/2024 2.25% 0.43 CHF 0.44 CHF 192,000 192,000 191,938 191,938 84,332 CHF 86,251 CHF 100.00% 100.00%
12/11/2024 2.13% 0.43 CHF 0.44 CHF 192,000 192,000 189,076 189,076 87,903 CHF 89,794 CHF 100.00% 100.00%
11/11/2024 1.74% 0.54 CHF 0.55 CHF 183,000 183,000 182,388 182,388 104,175 CHF 105,998 CHF 100.00% 100.00%
08/11/2024 1.71% 0.55 CHF 0.56 CHF 183,000 183,000 181,976 181,976 105,608 CHF 107,428 CHF 99.19% 99.19%
07/11/2024 1.37% 0.70 CHF 0.71 CHF 175,000 175,000 173,176 173,176 125,139 CHF 126,871 CHF 100.00% 100.00%

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