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 1.78% 0.56 CHF 0.57 CHF 367,700 367,700 163,935 163,935 92,448 CHF 94,091 CHF 99.90% 99.90%
19/11/2024 1.79% 0.55 CHF 0.56 CHF 359,700 359,700 160,509 160,509 89,368 CHF 90,976 CHF 100.00% 100.00%
18/11/2024 1.69% 0.61 CHF 0.62 CHF 337,600 337,600 157,982 157,982 95,178 CHF 96,761 CHF 99.90% 99.90%
15/11/2024 1.71% 0.63 CHF 0.64 CHF 326,600 326,600 151,002 151,002 90,880 CHF 92,398 CHF 99.90% 99.90%
14/11/2024 3.00% 0.61 CHF 0.62 CHF 313,600 313,600 102,834 102,834 63,162 CHF 64,539 CHF 96.92% 96.92%
13/11/2024 1.53% 0.65 CHF 0.66 CHF 307,200 307,200 137,253 137,253 90,170 CHF 91,545 CHF 99.92% 99.92%
12/11/2024 1.52% 0.66 CHF 0.67 CHF 308,700 308,700 136,952 136,952 91,191 CHF 92,563 CHF 100.00% 100.00%
11/11/2024 1.53% 0.65 CHF 0.66 CHF 320,200 320,200 143,421 143,421 95,555 CHF 96,995 CHF 99.83% 99.83%
08/11/2024 1.63% 0.62 CHF 0.63 CHF 336,300 336,300 149,375 149,375 92,856 CHF 94,353 CHF 100.00% 100.00%
07/11/2024 1.64% 0.61 CHF 0.62 CHF 341,000 341,000 152,155 152,155 93,594 CHF 95,118 CHF 100.00% 100.00%

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