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 4.03% 0.24 CHF 0.25 CHF 435,300 435,300 433,421 433,421 105,514 CHF 109,848 CHF 100.00% 100.00%
19/11/2024 4.18% 0.24 CHF 0.25 CHF 406,500 406,500 403,623 403,623 94,606 CHF 98,642 CHF 99.45% 99.45%
18/11/2024 3.60% 0.27 CHF 0.28 CHF 358,000 358,000 356,523 356,523 97,394 CHF 100,959 CHF 100.00% 100.00%
15/11/2024 3.41% 0.28 CHF 0.29 CHF 341,000 341,000 339,594 339,594 97,925 CHF 101,320 CHF 100.00% 100.00%
14/11/2024 3.45% 0.30 CHF 0.31 CHF 386,300 386,300 385,766 385,766 110,088 CHF 113,946 CHF 100.00% 100.00%
13/11/2024 3.61% 0.26 CHF 0.27 CHF 352,500 352,500 332,612 332,612 90,493 CHF 93,819 CHF 100.00% 100.00%
12/11/2024 3.17% 0.32 CHF 0.33 CHF 363,700 363,700 358,524 358,524 114,628 CHF 118,221 CHF 98.83% 98.83%
11/11/2024 3.56% 0.28 CHF 0.29 CHF 399,100 399,100 403,750 403,750 111,657 CHF 115,695 CHF 99.44% 99.44%
08/11/2024 4.06% 0.24 CHF 0.25 CHF 420,600 420,600 418,865 418,865 101,041 CHF 105,230 CHF 100.00% 100.00%
07/11/2024 3.88% 0.25 CHF 0.26 CHF 444,000 444,000 442,169 442,169 111,744 CHF 116,165 CHF 100.00% 100.00%

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