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
22/11/2024 1.88% 0.51 CHF 0.52 CHF 255,300 255,300 252,873 252,873 132,977 CHF 135,506 CHF 100.00% 100.00%
20/11/2024 1.98% 0.50 CHF 0.51 CHF 267,100 267,100 267,871 267,871 133,718 CHF 136,396 CHF 100.00% 100.00%
19/11/2024 2.11% 0.48 CHF 0.49 CHF 279,000 279,000 281,684 281,684 132,077 CHF 134,893 CHF 99.90% 99.90%
18/11/2024 2.11% 0.47 CHF 0.48 CHF 274,100 274,100 273,825 273,825 128,642 CHF 131,380 CHF 100.00% 100.00%
15/11/2024 1.74% 0.48 CHF 0.49 CHF 197,600 197,600 191,777 191,777 109,816 CHF 111,734 CHF 100.00% 100.00%
14/11/2024 1.40% 0.71 CHF 0.72 CHF 184,100 184,100 183,715 183,715 129,928 CHF 131,765 CHF 100.00% 100.00%
13/11/2024 1.45% 0.71 CHF 0.72 CHF 183,300 183,300 184,239 184,239 126,611 CHF 128,453 CHF 100.00% 100.00%
12/11/2024 1.38% 0.73 CHF 0.74 CHF 186,600 186,600 187,586 187,586 134,910 CHF 136,786 CHF 99.92% 99.92%
11/11/2024 1.41% 0.70 CHF 0.71 CHF 192,700 192,700 192,871 192,871 135,454 CHF 137,383 CHF 100.00% 100.00%
08/11/2024 1.50% 0.67 CHF 0.68 CHF 196,300 196,300 197,138 197,138 130,248 CHF 132,220 CHF 98.95% 98.95%

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