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 2.15% 0.45 CHF 0.46 CHF 196,000 196,000 195,633 195,633 90,131 CHF 92,087 CHF 100.00% 100.00%
19/11/2024 2.12% 0.45 CHF 0.46 CHF 196,000 196,000 195,585 195,585 91,334 CHF 93,290 CHF 100.00% 100.00%
18/11/2024 1.83% 0.55 CHF 0.56 CHF 192,000 192,000 192,000 192,000 104,146 CHF 106,066 CHF 100.00% 100.00%
15/11/2024 1.84% 0.51 CHF 0.52 CHF 194,000 194,000 192,124 192,124 103,485 CHF 105,406 CHF 100.00% 100.00%
14/11/2024 1.80% 0.58 CHF 0.59 CHF 190,000 190,000 191,384 191,384 105,881 CHF 107,794 CHF 100.00% 100.00%
13/11/2024 1.91% 0.51 CHF 0.52 CHF 194,000 194,000 193,068 192,998 100,011 CHF 101,904 CHF 100.00% 100.00%
12/11/2024 1.83% 0.53 CHF 0.54 CHF 192,000 192,000 192,000 192,000 103,963 CHF 105,883 CHF 99.87% 99.87%
11/11/2024 1.64% 0.59 CHF 0.60 CHF 190,000 190,000 188,571 188,571 113,810 CHF 115,696 CHF 99.69% 99.69%
08/11/2024 1.65% 0.59 CHF 0.60 CHF 190,000 190,000 189,376 189,376 113,699 CHF 115,592 CHF 98.81% 98.81%
07/11/2024 1.57% 0.62 CHF 0.63 CHF 188,000 188,000 188,000 188,000 118,522 CHF 120,402 CHF 100.00% 100.00%

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