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 2.86% 0.36 CHF 0.37 CHF 216,800 216,800 212,702 212,702 73,464 CHF 75,591 CHF 100.00% 100.00%
19/11/2024 2.88% 0.34 CHF 0.35 CHF 235,900 235,900 234,749 234,749 80,351 CHF 82,699 CHF 100.00% 100.00%
18/11/2024 3.26% 0.30 CHF 0.31 CHF 233,700 233,700 232,257 232,257 70,266 CHF 72,589 CHF 100.00% 100.00%
15/11/2024 3.40% 0.29 CHF 0.30 CHF 213,900 213,900 213,641 213,641 61,824 CHF 63,961 CHF 100.00% 100.00%
14/11/2024 2.91% 0.31 CHF 0.32 CHF 183,200 183,200 183,794 183,794 62,543 CHF 64,381 CHF 99.35% 99.35%
13/11/2024 2.78% 0.39 CHF 0.40 CHF 231,800 231,800 226,879 226,879 80,850 CHF 83,119 CHF 100.00% 100.00%
12/11/2024 3.32% 0.32 CHF 0.33 CHF 239,900 239,900 236,122 236,122 70,092 CHF 72,453 CHF 100.00% 100.00%
11/11/2024 3.35% 0.28 CHF 0.29 CHF 226,500 226,500 226,085 226,085 66,500 CHF 68,761 CHF 99.93% 99.93%
08/11/2024 3.24% 0.32 CHF 0.33 CHF 270,700 270,700 266,479 266,479 81,105 CHF 83,770 CHF 100.00% 100.00%
07/11/2024 4.17% 0.24 CHF 0.25 CHF 218,600 218,600 217,909 217,909 51,287 CHF 53,467 CHF 100.00% 100.00%

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