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 5.06% 0.21 CHF 0.22 CHF 267,400 267,400 260,082 260,082 50,152 CHF 52,753 CHF 100.00% 100.00%
19/11/2024 4.76% 0.20 CHF 0.21 CHF 267,300 267,300 272,524 272,524 55,928 CHF 58,653 CHF 100.00% 100.00%
18/11/2024 5.32% 0.19 CHF 0.20 CHF 292,600 292,600 290,444 290,444 53,183 CHF 56,088 CHF 100.00% 100.00%
15/11/2024 5.44% 0.18 CHF 0.19 CHF 245,600 245,600 246,110 246,110 44,084 CHF 46,545 CHF 100.00% 100.00%
14/11/2024 4.77% 0.20 CHF 0.21 CHF 236,100 236,100 238,375 238,375 48,840 CHF 51,224 CHF 100.00% 100.00%
13/11/2024 4.84% 0.21 CHF 0.22 CHF 268,800 268,800 261,871 261,871 52,811 CHF 55,429 CHF 100.00% 100.00%
12/11/2024 5.17% 0.20 CHF 0.21 CHF 278,200 278,200 277,051 277,051 52,271 CHF 55,042 CHF 99.86% 99.86%
11/11/2024 5.18% 0.18 CHF 0.19 CHF 257,600 257,600 264,041 264,041 49,615 CHF 52,255 CHF 99.67% 99.67%
08/11/2024 5.17% 0.19 CHF 0.20 CHF 251,600 251,600 249,431 249,431 47,012 CHF 49,506 CHF 99.17% 99.17%
07/11/2024 4.96% 0.20 CHF 0.21 CHF 258,200 258,200 257,135 257,135 50,563 CHF 53,134 CHF 100.00% 100.00%

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