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 7.22% 0.13 CHF 0.14 CHF 729,900 364,950 712,738 356,369 95,203 CHF 51,165 CHF 100.00% 100.00%
19/11/2024 7.15% 0.14 CHF 0.14 CHF 738,200 369,100 722,105 361,052 97,528 CHF 52,376 CHF 100.00% 100.00%
18/11/2024 7.09% 0.14 CHF 0.14 CHF 675,500 337,750 660,632 330,316 89,840 CHF 48,223 CHF 99.78% 99.78%
15/11/2024 6.68% 0.14 CHF 0.16 CHF 674,400 337,200 656,052 328,026 94,959 CHF 50,760 CHF 100.00% 100.00%
14/11/2024 6.50% 0.14 CHF 0.16 CHF 660,900 330,450 649,074 324,537 96,648 CHF 51,569 CHF 99.74% 99.74%
13/11/2024 6.03% 0.15 CHF 0.16 CHF 570,300 285,150 563,270 281,635 90,710 CHF 48,171 CHF 100.00% 100.00%
12/11/2024 6.20% 0.17 CHF 0.18 CHF 839,400 419,700 798,937 399,468 125,852 CHF 66,928 CHF 100.00% 100.00%
11/11/2024 7.16% 0.13 CHF 0.14 CHF 727,300 363,650 710,809 355,404 95,797 CHF 51,453 CHF 100.00% 100.00%
08/11/2024 7.00% 0.14 CHF 0.14 CHF 725,100 362,550 712,178 356,089 98,161 CHF 52,641 CHF 99.18% 99.18%
07/11/2024 7.14% 0.14 CHF 0.14 CHF 755,300 377,650 738,512 369,256 99,856 CHF 53,621 CHF 97.17% 97.17%

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