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 2.05% 0.47 CHF 0.48 CHF 512,100 512,100 278,321 278,321 135,881 CHF 138,669 CHF 99.77% 99.77%
19/11/2024 2.18% 0.48 CHF 0.49 CHF 535,600 535,600 295,487 295,487 137,500 CHF 140,460 CHF 100.00% 100.00%
18/11/2024 2.23% 0.46 CHF 0.47 CHF 561,400 561,400 310,781 310,781 140,755 CHF 143,869 CHF 99.90% 99.90%
15/11/2024 2.16% 0.43 CHF 0.44 CHF 535,900 535,900 290,682 290,682 134,641 CHF 137,554 CHF 100.00% 100.00%
14/11/2024 2.06% 0.48 CHF 0.49 CHF 499,300 499,300 260,135 260,135 132,636 CHF 135,334 CHF 100.00% 100.00%
13/11/2024 1.87% 0.52 CHF 0.53 CHF 468,200 468,200 253,909 253,909 136,055 CHF 138,599 CHF 100.00% 100.00%
12/11/2024 1.90% 0.53 CHF 0.54 CHF 478,300 478,300 259,965 259,965 138,430 CHF 141,035 CHF 99.90% 99.90%
11/11/2024 1.96% 0.53 CHF 0.54 CHF 494,300 494,300 271,278 271,278 140,901 CHF 143,619 CHF 99.90% 99.90%
08/11/2024 1.93% 0.51 CHF 0.52 CHF 474,100 474,100 261,067 261,067 136,785 CHF 139,407 CHF 99.20% 99.20%
07/11/2024 2.00% 0.52 CHF 0.53 CHF 504,700 504,700 281,179 281,179 142,327 CHF 145,144 CHF 100.00% 100.00%

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