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 4.84% 0.21 CHF 0.22 CHF 134,100 134,100 132,806 132,806 26,765 CHF 28,093 CHF 100.00% 100.00%
19/11/2024 5.65% 0.19 CHF 0.20 CHF 176,100 176,100 181,269 181,269 31,214 CHF 33,027 CHF 100.00% 100.00%
18/11/2024 - 0.13 CHF 0.14 CHF 211,500 211,500 0 0 0 CHF 0 CHF 0.00% 100.00%
15/11/2024 8.24% 0.12 CHF 0.13 CHF 220,100 220,100 219,307 219,307 25,544 CHF 27,737 CHF 100.00% 100.00%
14/11/2024 8.92% 0.11 CHF 0.12 CHF 231,900 231,900 230,144 230,144 24,669 CHF 26,971 CHF 99.35% 99.35%
13/11/2024 8.58% 0.11 CHF 0.12 CHF 224,200 224,200 219,087 219,087 24,441 CHF 26,632 CHF 100.00% 100.00%
12/11/2024 8.31% 0.11 CHF 0.12 CHF 219,800 219,800 212,575 212,575 24,529 CHF 26,655 CHF 100.00% 100.00%
11/11/2024 7.80% 0.12 CHF 0.13 CHF 198,700 198,700 197,245 197,245 24,309 CHF 26,281 CHF 99.93% 99.93%
08/11/2024 7.29% 0.13 CHF 0.14 CHF 176,500 176,500 175,772 175,772 23,226 CHF 24,984 CHF 100.00% 100.00%
07/11/2024 6.54% 0.14 CHF 0.16 CHF 203,900 203,900 203,519 203,519 30,118 CHF 32,154 CHF 100.00% 100.00%

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