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
25/11/2024 6.46% 0.14 CHF 0.16 CHF 262,000 262,000 262,397 262,397 39,330 CHF 41,954 CHF 100.00% 100.00%
22/11/2024 6.21% 0.16 CHF 0.17 CHF 248,600 248,600 248,600 248,600 38,813 CHF 41,299 CHF 100.00% 100.00%
20/11/2024 6.01% 0.16 CHF 0.17 CHF 252,700 252,700 252,700 252,700 40,758 CHF 43,285 CHF 100.00% 100.00%
19/11/2024 5.75% 0.17 CHF 0.18 CHF 247,500 247,500 247,500 247,500 41,783 CHF 44,258 CHF 100.00% 100.00%
18/11/2024 5.77% 0.17 CHF 0.18 CHF 238,800 238,800 238,800 238,800 40,201 CHF 42,589 CHF 100.00% 100.00%
15/11/2024 5.68% 0.17 CHF 0.18 CHF 233,400 233,400 233,400 233,400 39,946 CHF 42,280 CHF 100.00% 100.00%
14/11/2024 5.50% 0.18 CHF 0.19 CHF 224,300 224,300 224,300 224,300 39,644 CHF 41,887 CHF 100.00% 100.00%
13/11/2024 5.46% 0.18 CHF 0.19 CHF 233,000 233,000 233,000 233,000 41,532 CHF 43,862 CHF 100.00% 100.00%
12/11/2024 5.78% 0.18 CHF 0.19 CHF 263,500 263,500 263,500 263,500 44,291 CHF 46,926 CHF 100.00% 100.00%
11/11/2024 6.10% 0.16 CHF 0.17 CHF 239,100 239,100 239,100 239,100 37,979 CHF 40,370 CHF 100.00% 100.00%

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