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 1.51% 0.67 CHF 0.68 CHF 206,000 206,000 205,965 205,965 135,278 CHF 137,338 CHF 100.00% 100.00%
19/11/2024 1.48% 0.67 CHF 0.68 CHF 206,000 206,000 206,037 206,037 138,092 CHF 140,152 CHF 100.00% 100.00%
18/11/2024 1.56% 0.63 CHF 0.64 CHF 201,000 201,000 203,399 203,399 129,503 CHF 131,537 CHF 100.00% 100.00%
15/11/2024 1.58% 0.64 CHF 0.65 CHF 206,000 206,000 201,868 201,868 126,820 CHF 128,839 CHF 100.00% 100.00%
14/11/2024 1.51% 0.63 CHF 0.64 CHF 201,000 201,000 205,189 205,189 134,844 CHF 136,896 CHF 100.00% 100.00%
13/11/2024 1.42% 0.69 CHF 0.70 CHF 206,000 206,000 209,764 209,764 146,976 CHF 149,074 CHF 100.00% 100.00%
12/11/2024 1.44% 0.73 CHF 0.74 CHF 211,000 211,000 206,821 206,821 142,185 CHF 144,253 CHF 99.87% 99.87%
11/11/2024 1.58% 0.63 CHF 0.64 CHF 201,000 201,000 201,169 201,169 126,052 CHF 128,063 CHF 99.72% 99.72%
08/11/2024 1.69% 0.65 CHF 0.66 CHF 206,000 206,000 196,532 196,532 121,529 CHF 123,545 CHF 100.00% 100.00%
07/11/2024 2.02% 0.49 CHF 0.50 CHF 192,000 192,000 192,669 192,669 94,757 CHF 96,683 CHF 100.00% 100.00%

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