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 2.91% 0.34 CHF 0.35 CHF 659,900 659,900 648,190 648,190 219,602 CHF 226,084 CHF 100.00% 100.00%
19/11/2024 2.81% 0.35 CHF 0.36 CHF 640,500 640,500 669,488 669,488 235,044 CHF 241,738 CHF 100.00% 100.00%
18/11/2024 2.95% 0.34 CHF 0.35 CHF 688,700 688,700 687,437 687,437 229,281 CHF 236,155 CHF 100.00% 100.00%
15/11/2024 3.00% 0.33 CHF 0.34 CHF 686,900 686,900 693,327 693,327 227,442 CHF 234,376 CHF 98.67% 98.67%
14/11/2024 3.04% 0.33 CHF 0.34 CHF 697,500 697,500 652,101 652,101 211,222 CHF 217,743 CHF 99.91% 99.91%
13/11/2024 2.78% 0.35 CHF 0.36 CHF 622,600 622,600 616,532 616,532 218,915 CHF 225,080 CHF 100.00% 100.00%
12/11/2024 2.73% 0.36 CHF 0.37 CHF 612,600 612,600 605,447 605,447 218,993 CHF 225,047 CHF 100.00% 100.00%
11/11/2024 2.64% 0.37 CHF 0.38 CHF 600,800 600,800 557,452 557,452 208,334 CHF 213,908 CHF 100.00% 100.00%
08/11/2024 2.36% 0.41 CHF 0.42 CHF 528,900 528,900 542,879 542,879 227,158 CHF 232,587 CHF 100.00% 100.00%
07/11/2024 2.45% 0.42 CHF 0.43 CHF 552,200 552,200 559,092 559,092 225,921 CHF 231,512 CHF 100.00% 100.00%

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