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 2.27% 0.42 CHF 0.43 CHF 156,000 156,000 155,165 155,165 67,504 CHF 69,056 CHF 100.00% 100.00%
19/11/2024 2.36% 0.43 CHF 0.44 CHF 156,000 156,000 155,839 155,839 65,318 CHF 66,876 CHF 100.00% 100.00%
18/11/2024 2.27% 0.43 CHF 0.44 CHF 156,000 156,000 154,832 154,832 67,342 CHF 68,890 CHF 100.00% 100.00%
15/11/2024 2.41% 0.40 CHF 0.41 CHF 158,000 158,000 155,657 155,657 63,714 CHF 65,270 CHF 100.00% 100.00%
14/11/2024 2.81% 0.40 CHF 0.41 CHF 156,000 156,000 158,864 158,864 56,048 CHF 57,637 CHF 99.33% 99.33%
13/11/2024 3.04% 0.31 CHF 0.32 CHF 162,000 162,000 160,421 160,421 52,162 CHF 53,767 CHF 100.00% 100.00%
12/11/2024 2.40% 0.37 CHF 0.38 CHF 158,000 158,000 155,878 155,878 64,246 CHF 65,805 CHF 100.00% 100.00%
11/11/2024 2.50% 0.41 CHF 0.42 CHF 156,000 156,000 156,558 156,558 62,009 CHF 63,575 CHF 99.93% 99.93%
08/11/2024 2.62% 0.37 CHF 0.38 CHF 158,000 158,000 157,102 157,102 59,197 CHF 60,768 CHF 99.40% 99.40%
07/11/2024 2.03% 0.49 CHF 0.50 CHF 152,000 152,000 151,697 151,697 74,160 CHF 75,677 CHF 100.00% 100.00%

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