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 2.54% 0.36 CHF 0.37 CHF 355,400 355,400 195,432 195,432 76,277 CHF 78,235 CHF 99.90% 99.90%
19/11/2024 2.69% 0.37 CHF 0.38 CHF 367,200 367,200 201,212 201,213 74,891 CHF 76,908 CHF 100.00% 100.00%
18/11/2024 2.60% 0.39 CHF 0.40 CHF 370,800 370,800 203,682 203,682 79,182 CHF 81,223 CHF 99.55% 99.55%
15/11/2024 2.29% 0.39 CHF 0.40 CHF 296,000 296,000 162,395 162,395 70,598 CHF 72,225 CHF 99.90% 99.90%
14/11/2024 2.17% 0.46 CHF 0.47 CHF 303,900 303,900 161,563 161,563 75,341 CHF 76,960 CHF 100.00% 100.00%
13/11/2024 2.32% 0.43 CHF 0.44 CHF 314,500 314,500 172,699 172,699 74,642 CHF 76,372 CHF 100.00% 100.00%
12/11/2024 2.45% 0.43 CHF 0.44 CHF 340,300 340,300 186,868 186,868 77,369 CHF 79,241 CHF 100.00% 100.00%
11/11/2024 2.28% 0.41 CHF 0.42 CHF 313,400 313,400 172,137 172,137 76,001 CHF 77,725 CHF 100.00% 100.00%
08/11/2024 2.19% 0.45 CHF 0.46 CHF 298,000 298,000 163,990 163,990 75,679 CHF 77,322 CHF 99.19% 99.19%
07/11/2024 2.29% 0.47 CHF 0.48 CHF 323,400 323,400 177,560 177,560 78,480 CHF 80,259 CHF 100.00% 100.00%

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