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
22/11/2024 2.69% 0.36 CHF 0.37 CHF 216,000 216,000 217,927 217,927 80,087 CHF 82,266 CHF 100.00% 100.00%
20/11/2024 2.85% 0.36 CHF 0.37 CHF 212,000 212,000 210,883 210,883 73,001 CHF 75,110 CHF 100.00% 100.00%
19/11/2024 3.07% 0.34 CHF 0.35 CHF 208,000 208,000 205,920 205,920 66,133 CHF 68,193 CHF 100.00% 100.00%
18/11/2024 3.12% 0.31 CHF 0.32 CHF 204,000 204,000 204,000 204,000 64,385 CHF 66,425 CHF 100.00% 100.00%
15/11/2024 3.19% 0.31 CHF 0.32 CHF 200,000 200,000 200,275 200,275 61,765 CHF 63,768 CHF 100.00% 100.00%
14/11/2024 3.16% 0.31 CHF 0.32 CHF 200,000 200,000 202,717 202,717 63,043 CHF 65,071 CHF 99.39% 99.39%
13/11/2024 3.13% 0.31 CHF 0.32 CHF 204,000 204,000 202,277 202,277 63,617 CHF 65,640 CHF 100.00% 100.00%
12/11/2024 3.21% 0.31 CHF 0.32 CHF 204,000 204,000 200,640 200,640 61,518 CHF 63,524 CHF 100.00% 100.00%
11/11/2024 3.31% 0.30 CHF 0.31 CHF 200,000 200,000 199,995 199,995 59,450 CHF 61,450 CHF 99.93% 99.93%
08/11/2024 3.11% 0.31 CHF 0.32 CHF 204,000 204,000 203,040 203,040 64,203 CHF 66,233 CHF 100.00% 100.00%

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