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 3.38% 0.30 CHF 0.31 CHF 457,300 457,300 448,710 448,710 130,542 CHF 135,029 CHF 100.00% 100.00%
19/11/2024 3.41% 0.29 CHF 0.30 CHF 476,600 476,600 474,279 474,279 136,890 CHF 141,633 CHF 100.00% 100.00%
18/11/2024 3.61% 0.27 CHF 0.28 CHF 470,900 470,900 467,999 467,999 127,502 CHF 132,182 CHF 100.00% 100.00%
15/11/2024 3.69% 0.27 CHF 0.28 CHF 445,500 445,500 444,948 444,948 118,269 CHF 122,719 CHF 100.00% 100.00%
14/11/2024 3.42% 0.28 CHF 0.29 CHF 413,000 413,000 414,324 414,324 119,096 CHF 123,239 CHF 99.35% 99.35%
13/11/2024 3.35% 0.31 CHF 0.32 CHF 479,700 479,700 469,487 469,487 138,126 CHF 142,821 CHF 100.00% 100.00%
12/11/2024 3.68% 0.28 CHF 0.29 CHF 482,500 482,500 475,005 475,005 126,633 CHF 131,383 CHF 100.00% 100.00%
11/11/2024 3.69% 0.26 CHF 0.27 CHF 464,200 464,200 463,355 463,355 123,381 CHF 128,014 CHF 99.93% 99.93%
08/11/2024 3.63% 0.28 CHF 0.29 CHF 517,700 517,700 509,706 509,706 137,810 CHF 142,907 CHF 100.00% 100.00%
07/11/2024 4.09% 0.24 CHF 0.25 CHF 451,700 451,700 450,267 450,267 107,761 CHF 112,264 CHF 100.00% 100.00%

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