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 3.20% 0.33 CHF 0.34 CHF 162,900 162,900 89,343 89,343 28,377 CHF 29,273 CHF 99.90% 99.90%
19/11/2024 3.30% 0.31 CHF 0.32 CHF 177,200 177,200 97,480 97,480 29,844 CHF 30,822 CHF 98.91% 98.91%
18/11/2024 3.68% 0.28 CHF 0.29 CHF 194,000 194,000 106,306 106,306 29,242 CHF 30,309 CHF 99.59% 99.59%
15/11/2024 3.76% 0.26 CHF 0.27 CHF 186,900 186,900 102,349 102,349 27,263 CHF 28,292 CHF 99.89% 99.89%
14/11/2024 4.01% 0.27 CHF 0.28 CHF 188,800 188,800 105,390 105,390 26,711 CHF 27,767 CHF 98.85% 98.85%
13/11/2024 3.60% 0.26 CHF 0.27 CHF 181,000 181,000 99,383 99,383 27,433 CHF 28,429 CHF 100.00% 100.00%
12/11/2024 3.61% 0.28 CHF 0.29 CHF 168,700 168,700 86,410 86,410 24,147 CHF 25,015 CHF 100.00% 100.00%
11/11/2024 2.98% 0.30 CHF 0.31 CHF 139,400 139,400 75,983 75,983 25,530 CHF 26,297 CHF 99.93% 99.93%
08/11/2024 5.06% 0.37 CHF 0.38 CHF 137,500 137,500 51,897 51,897 19,359 CHF 19,928 CHF 100.00% 100.00%
07/11/2024 2.68% 0.39 CHF 0.40 CHF 127,900 127,900 61,022 61,022 23,002 CHF 23,614 CHF 98.68% 98.68%

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