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 2.09% 0.49 CHF 0.50 CHF 161,000 161,000 158,896 158,896 75,141 CHF 76,730 CHF 100.00% 100.00%
19/11/2024 2.06% 0.48 CHF 0.49 CHF 168,700 168,700 168,616 168,616 80,947 CHF 82,633 CHF 100.00% 100.00%
18/11/2024 2.14% 0.46 CHF 0.47 CHF 170,800 170,800 171,538 171,538 79,202 CHF 80,917 CHF 100.00% 100.00%
15/11/2024 2.26% 0.45 CHF 0.46 CHF 179,500 179,500 178,022 178,022 78,051 CHF 79,832 CHF 100.00% 100.00%
14/11/2024 2.28% 0.42 CHF 0.43 CHF 172,600 172,600 173,596 173,596 75,332 CHF 77,068 CHF 100.00% 100.00%
13/11/2024 2.28% 0.44 CHF 0.45 CHF 182,800 182,800 182,066 182,066 78,821 CHF 80,642 CHF 100.00% 100.00%
12/11/2024 2.47% 0.42 CHF 0.43 CHF 204,100 204,100 200,817 200,817 80,341 CHF 82,349 CHF 100.00% 100.00%
11/11/2024 2.60% 0.38 CHF 0.39 CHF 177,500 177,500 177,899 177,899 67,647 CHF 69,426 CHF 100.00% 100.00%
08/11/2024 2.43% 0.41 CHF 0.42 CHF 205,800 205,800 204,194 204,194 83,019 CHF 85,061 CHF 99.19% 99.19%
07/11/2024 2.55% 0.38 CHF 0.39 CHF 178,000 178,000 178,808 178,808 69,214 CHF 71,003 CHF 100.00% 100.00%

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