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 6.46% 0.14 CHF 0.16 CHF 671,300 671,300 668,476 668,476 100,118 CHF 106,803 CHF 100.00% 100.00%
19/11/2024 6.44% 0.15 CHF 0.16 CHF 663,400 663,400 661,369 661,369 99,463 CHF 106,077 CHF 99.87% 99.87%
18/11/2024 6.46% 0.15 CHF 0.16 CHF 667,200 667,200 664,159 664,159 99,457 CHF 106,098 CHF 100.00% 100.00%
15/11/2024 10.84% 0.15 CHF 0.16 CHF 576,600 576,600 511,209 511,209 77,484 CHF 82,991 CHF 100.00% 100.00%
14/11/2024 5.53% 0.18 CHF 0.19 CHF 565,300 565,300 565,295 565,295 99,390 CHF 105,043 CHF 100.00% 100.00%
13/11/2024 5.44% 0.18 CHF 0.19 CHF 548,400 548,400 544,407 544,407 97,494 CHF 102,938 CHF 100.00% 100.00%
12/11/2024 5.22% 0.19 CHF 0.20 CHF 516,300 516,300 516,304 516,304 96,327 CHF 101,490 CHF 99.89% 99.89%
11/11/2024 4.96% 0.20 CHF 0.21 CHF 515,000 515,000 513,656 513,656 100,897 CHF 106,034 CHF 100.00% 100.00%
08/11/2024 4.96% 0.20 CHF 0.21 CHF 515,000 515,000 512,051 512,051 100,633 CHF 105,753 CHF 98.92% 98.92%
07/11/2024 5.02% 0.19 CHF 0.20 CHF 516,900 516,900 514,717 514,717 99,939 CHF 105,086 CHF 100.00% 100.00%

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