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 5.71% 0.18 CHF 0.19 CHF 834,100 834,100 834,100 834,100 141,942 CHF 150,283 CHF 100.00% 100.00%
19/11/2024 5.38% 0.18 CHF 0.19 CHF 857,100 857,100 857,100 857,100 155,110 CHF 163,681 CHF 100.00% 100.00%
18/11/2024 5.60% 0.18 CHF 0.19 CHF 906,800 906,800 906,800 906,800 157,292 CHF 166,360 CHF 100.00% 100.00%
15/11/2024 5.95% 0.17 CHF 0.18 CHF 942,300 942,300 942,300 942,300 153,718 CHF 163,141 CHF 100.00% 100.00%
14/11/2024 6.03% 0.16 CHF 0.17 CHF 892,600 892,600 892,600 892,600 143,548 CHF 152,474 CHF 100.00% 100.00%
13/11/2024 5.70% 0.17 CHF 0.18 CHF 873,800 873,800 873,800 873,800 148,848 CHF 157,586 CHF 100.00% 100.00%
12/11/2024 6.00% 0.17 CHF 0.18 CHF 976,300 976,300 976,300 976,300 157,926 CHF 167,689 CHF 99.85% 99.85%
11/11/2024 6.25% 0.16 CHF 0.17 CHF 912,800 912,800 912,800 912,800 141,383 CHF 150,511 CHF 99.70% 99.70%
08/11/2024 5.88% 0.17 CHF 0.18 CHF 925,600 925,600 925,600 925,600 152,802 CHF 162,058 CHF 98.80% 98.80%
07/11/2024 5.98% 0.16 CHF 0.17 CHF 931,200 931,200 931,200 931,200 151,125 CHF 160,437 CHF 100.00% 100.00%

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