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 3.95% 0.24 CHF 0.25 CHF 196,000 196,000 195,633 195,633 48,684 CHF 50,640 CHF 100.00% 100.00%
19/11/2024 3.86% 0.24 CHF 0.25 CHF 196,000 196,000 195,585 195,585 49,947 CHF 51,903 CHF 100.00% 100.00%
18/11/2024 2.98% 0.34 CHF 0.35 CHF 192,000 192,000 192,000 192,000 63,451 CHF 65,371 CHF 100.00% 100.00%
15/11/2024 3.02% 0.30 CHF 0.31 CHF 194,000 194,000 192,124 192,124 62,877 CHF 64,799 CHF 100.00% 100.00%
14/11/2024 2.91% 0.36 CHF 0.37 CHF 190,000 190,000 191,384 191,384 65,408 CHF 67,322 CHF 100.00% 100.00%
13/11/2024 3.21% 0.30 CHF 0.31 CHF 194,000 194,000 193,068 193,068 59,158 CHF 61,089 CHF 100.00% 100.00%
12/11/2024 2.98% 0.31 CHF 0.32 CHF 192,000 192,000 192,000 192,000 63,445 CHF 65,365 CHF 99.85% 99.85%
11/11/2024 2.52% 0.38 CHF 0.39 CHF 190,000 190,000 188,571 188,571 74,004 CHF 75,890 CHF 99.69% 99.69%
08/11/2024 2.54% 0.38 CHF 0.39 CHF 190,000 190,000 189,376 189,376 73,580 CHF 75,473 CHF 98.81% 98.81%
07/11/2024 2.36% 0.41 CHF 0.42 CHF 188,000 188,000 188,000 188,000 78,748 CHF 80,628 CHF 100.00% 100.00%

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