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 2.49% 0.38 CHF 0.39 CHF 484,400 484,400 489,165 489,165 194,281 CHF 199,173 CHF 100.00% 100.00%
19/11/2024 2.52% 0.40 CHF 0.41 CHF 492,300 492,300 477,496 477,496 187,022 CHF 191,797 CHF 100.00% 100.00%
18/11/2024 2.40% 0.41 CHF 0.42 CHF 467,800 467,800 457,363 457,363 188,199 CHF 192,772 CHF 100.00% 100.00%
15/11/2024 2.33% 0.41 CHF 0.42 CHF 450,700 450,700 458,875 458,875 195,014 CHF 199,603 CHF 100.00% 100.00%
14/11/2024 2.37% 0.42 CHF 0.43 CHF 464,300 464,300 462,494 462,494 192,757 CHF 197,382 CHF 99.91% 99.91%
13/11/2024 2.36% 0.40 CHF 0.41 CHF 461,400 461,400 469,973 469,973 196,754 CHF 201,454 CHF 100.00% 100.00%
12/11/2024 2.39% 0.41 CHF 0.42 CHF 475,700 475,700 468,950 468,950 194,100 CHF 198,789 CHF 100.00% 100.00%
11/11/2024 2.34% 0.42 CHF 0.43 CHF 464,500 464,500 456,357 456,357 192,816 CHF 197,379 CHF 100.00% 100.00%
08/11/2024 2.28% 0.43 CHF 0.44 CHF 451,100 451,100 436,931 436,931 189,470 CHF 193,840 CHF 100.00% 100.00%
07/11/2024 2.15% 0.45 CHF 0.46 CHF 427,600 427,600 448,391 448,391 206,229 CHF 210,713 CHF 100.00% 100.00%

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