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 2.48% 0.41 CHF 0.42 CHF 471,400 471,400 471,400 471,400 187,967 CHF 192,681 CHF 100.00% 100.00%
19/11/2024 2.46% 0.40 CHF 0.41 CHF 499,600 499,600 499,600 499,600 200,368 CHF 205,364 CHF 99.87% 99.87%
18/11/2024 2.58% 0.39 CHF 0.40 CHF 522,400 522,400 517,307 517,307 198,089 CHF 203,262 CHF 100.00% 100.00%
15/11/2024 2.69% 0.37 CHF 0.38 CHF 562,200 562,200 563,330 563,330 206,570 CHF 212,203 CHF 100.00% 100.00%
14/11/2024 2.89% 0.34 CHF 0.35 CHF 578,400 578,400 578,400 578,400 197,414 CHF 203,198 CHF 100.00% 100.00%
13/11/2024 3.01% 0.33 CHF 0.34 CHF 571,800 571,800 560,889 560,889 183,613 CHF 189,222 CHF 100.00% 100.00%
12/11/2024 2.99% 0.33 CHF 0.34 CHF 604,500 604,500 594,809 594,809 196,297 CHF 202,246 CHF 99.89% 99.89%
11/11/2024 3.09% 0.32 CHF 0.33 CHF 557,400 557,400 557,400 557,400 177,868 CHF 183,442 CHF 100.00% 100.00%
08/11/2024 3.01% 0.33 CHF 0.34 CHF 606,900 606,900 594,333 594,333 194,527 CHF 200,470 CHF 98.92% 98.92%
07/11/2024 3.11% 0.31 CHF 0.32 CHF 568,400 568,400 568,400 568,400 179,952 CHF 185,636 CHF 100.00% 100.00%

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