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 3.09% 0.33 CHF 0.34 CHF 260,700 260,700 255,430 255,430 81,486 CHF 84,041 CHF 100.00% 100.00%
19/11/2024 3.16% 0.31 CHF 0.32 CHF 252,300 252,300 252,338 252,338 78,643 CHF 81,167 CHF 100.00% 100.00%
18/11/2024 3.22% 0.31 CHF 0.32 CHF 255,600 255,600 253,621 253,621 77,761 CHF 80,298 CHF 100.00% 100.00%
15/11/2024 3.12% 0.31 CHF 0.32 CHF 230,000 230,000 229,409 229,409 72,501 CHF 74,795 CHF 100.00% 100.00%
14/11/2024 2.75% 0.34 CHF 0.35 CHF 206,900 206,900 209,908 209,908 75,468 CHF 77,567 CHF 100.00% 100.00%
13/11/2024 2.67% 0.37 CHF 0.38 CHF 214,100 214,100 213,073 213,073 78,613 CHF 80,744 CHF 100.00% 100.00%
12/11/2024 2.70% 0.37 CHF 0.38 CHF 219,000 219,000 217,786 217,786 79,464 CHF 81,641 CHF 100.00% 100.00%
11/11/2024 2.61% 0.37 CHF 0.38 CHF 204,000 204,000 203,866 203,866 77,212 CHF 79,251 CHF 100.00% 100.00%
08/11/2024 2.59% 0.38 CHF 0.39 CHF 190,700 190,700 190,452 190,452 72,633 CHF 74,538 CHF 100.00% 100.00%
07/11/2024 2.44% 0.40 CHF 0.41 CHF 190,000 190,000 189,481 189,481 76,649 CHF 78,544 CHF 100.00% 100.00%

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