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 2.20% 0.46 CHF 0.47 CHF 179,200 179,200 179,123 179,123 80,689 CHF 82,480 CHF 100.00% 100.00%
19/11/2024 2.10% 0.44 CHF 0.45 CHF 151,100 151,100 148,149 148,149 70,138 CHF 71,619 CHF 92.70% 97.63%
18/11/2024 1.86% 0.54 CHF 0.55 CHF 145,800 145,800 146,539 146,539 78,222 CHF 79,688 CHF 100.00% 100.00%
15/11/2024 1.83% 0.54 CHF 0.55 CHF 141,600 141,600 141,678 141,678 76,582 CHF 77,999 CHF 100.00% 100.00%
14/11/2024 1.78% 0.57 CHF 0.58 CHF 141,500 141,500 141,918 141,918 79,196 CHF 80,615 CHF 100.00% 100.00%
13/11/2024 1.84% 0.55 CHF 0.56 CHF 139,400 139,400 139,741 139,741 75,137 CHF 76,534 CHF 100.00% 100.00%
12/11/2024 1.65% 0.58 CHF 0.59 CHF 128,300 128,300 128,187 128,187 76,990 CHF 78,272 CHF 100.00% 100.00%
11/11/2024 1.56% 0.62 CHF 0.63 CHF 129,900 129,900 128,840 128,840 82,082 CHF 83,370 CHF 100.00% 100.00%
08/11/2024 1.65% 0.61 CHF 0.62 CHF 133,500 133,500 134,770 134,770 81,034 CHF 82,381 CHF 100.00% 100.00%
07/11/2024 1.62% 0.59 CHF 0.60 CHF 132,000 132,000 131,034 131,034 80,361 CHF 81,671 CHF 100.00% 100.00%

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