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 4.62% 0.21 CHF 0.22 CHF 360,100 360,100 352,861 352,861 74,647 CHF 78,175 CHF 100.00% 100.00%
19/11/2024 4.53% 0.22 CHF 0.23 CHF 352,400 352,400 352,450 352,450 76,014 CHF 79,539 CHF 100.00% 100.00%
18/11/2024 4.42% 0.22 CHF 0.23 CHF 349,500 349,500 346,795 346,795 76,736 CHF 80,204 CHF 100.00% 100.00%
15/11/2024 4.52% 0.22 CHF 0.23 CHF 370,500 370,500 369,545 369,545 79,979 CHF 83,675 CHF 100.00% 100.00%
14/11/2024 5.11% 0.20 CHF 0.21 CHF 400,500 400,500 406,312 406,312 77,584 CHF 81,647 CHF 100.00% 100.00%
13/11/2024 5.22% 0.19 CHF 0.20 CHF 408,400 408,400 406,434 406,434 75,813 CHF 79,877 CHF 100.00% 100.00%
12/11/2024 5.17% 0.19 CHF 0.20 CHF 402,800 402,800 400,562 400,562 75,491 CHF 79,497 CHF 100.00% 100.00%
11/11/2024 5.35% 0.19 CHF 0.20 CHF 419,200 419,200 418,912 418,912 76,268 CHF 80,457 CHF 100.00% 100.00%
08/11/2024 5.33% 0.18 CHF 0.19 CHF 435,500 435,500 434,937 434,937 79,389 CHF 83,739 CHF 100.00% 100.00%
07/11/2024 5.61% 0.18 CHF 0.19 CHF 445,200 445,200 443,998 443,998 76,983 CHF 81,423 CHF 100.00% 100.00%

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