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 2.43% 0.39 CHF 0.40 CHF 189,400 189,400 186,919 186,919 76,007 CHF 77,876 CHF 100.00% 100.00%
19/11/2024 2.47% 0.40 CHF 0.41 CHF 181,600 181,600 181,509 181,509 72,686 CHF 74,501 CHF 100.00% 100.00%
18/11/2024 2.37% 0.42 CHF 0.43 CHF 175,700 175,700 176,496 176,496 73,735 CHF 75,500 CHF 100.00% 100.00%
15/11/2024 2.25% 0.43 CHF 0.44 CHF 170,300 170,300 168,917 168,917 74,350 CHF 76,039 CHF 100.00% 100.00%
14/11/2024 2.22% 0.46 CHF 0.47 CHF 169,900 169,900 170,896 170,896 76,135 CHF 77,844 CHF 100.00% 100.00%
13/11/2024 2.21% 0.44 CHF 0.45 CHF 166,100 166,100 165,419 165,419 74,004 CHF 75,658 CHF 100.00% 100.00%
12/11/2024 2.03% 0.46 CHF 0.47 CHF 152,300 152,300 149,838 149,838 73,151 CHF 74,649 CHF 100.00% 100.00%
11/11/2024 1.92% 0.51 CHF 0.52 CHF 156,500 156,500 156,819 156,819 80,732 CHF 82,300 CHF 100.00% 100.00%
08/11/2024 2.03% 0.48 CHF 0.49 CHF 147,700 147,700 146,554 146,554 71,344 CHF 72,809 CHF 99.19% 99.19%
07/11/2024 1.92% 0.53 CHF 0.54 CHF 153,900 153,900 154,599 154,599 79,980 CHF 81,526 CHF 100.00% 100.00%

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