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 2.37% 0.44 CHF 0.45 CHF 76,000 76,000 74,443 74,443 31,092 CHF 31,836 CHF 99.44% 99.44%
19/11/2024 2.00% 0.48 CHF 0.49 CHF 76,000 76,000 76,392 76,392 37,910 CHF 38,673 CHF 100.00% 100.00%
18/11/2024 2.42% 0.44 CHF 0.45 CHF 76,000 76,000 74,298 74,298 30,455 CHF 31,198 CHF 99.88% 99.88%
15/11/2024 2.48% 0.39 CHF 0.40 CHF 74,000 74,000 74,000 74,000 29,521 CHF 30,261 CHF 100.00% 100.00%
14/11/2024 2.44% 0.40 CHF 0.41 CHF 74,000 74,000 74,000 74,000 29,916 CHF 30,656 CHF 98.61% 98.61%
13/11/2024 2.35% 0.41 CHF 0.42 CHF 74,000 74,000 74,000 74,000 31,136 CHF 31,876 CHF 100.00% 100.00%
12/11/2024 2.59% 0.40 CHF 0.41 CHF 74,000 74,000 73,957 73,957 28,179 CHF 28,919 CHF 99.88% 99.88%
11/11/2024 3.04% 0.33 CHF 0.34 CHF 72,000 72,000 72,000 72,000 23,314 CHF 24,034 CHF 100.00% 100.00%
08/11/2024 2.92% 0.33 CHF 0.34 CHF 72,000 72,000 72,000 72,000 24,281 CHF 25,001 CHF 98.30% 98.30%
07/11/2024 3.28% 0.30 CHF 0.31 CHF 72,000 72,000 71,984 71,984 21,618 CHF 22,338 CHF 100.00% 100.00%

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