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 5.89% 0.15 CHF 0.16 CHF 1,281,000 1,281,000 567,661 567,661 92,446 CHF 98,141 CHF 99.90% 99.90%
19/11/2024 6.41% 0.17 CHF 0.18 CHF 1,407,300 1,407,300 631,091 631,091 97,445 CHF 103,768 CHF 100.00% 100.00%
18/11/2024 5.75% 0.17 CHF 0.18 CHF 1,342,400 1,342,400 597,855 597,855 102,648 CHF 108,638 CHF 99.90% 99.90%
15/11/2024 4.45% 0.18 CHF 0.19 CHF 929,600 929,600 400,979 400,979 86,400 CHF 90,441 CHF 99.69% 99.69%
14/11/2024 3.49% 0.26 CHF 0.27 CHF 817,400 817,400 354,813 354,813 99,656 CHF 103,210 CHF 100.00% 100.00%
13/11/2024 4.21% 0.27 CHF 0.28 CHF 955,200 955,200 429,441 429,441 104,430 CHF 108,733 CHF 100.00% 100.00%
12/11/2024 4.61% 0.21 CHF 0.22 CHF 1,046,000 1,046,000 466,673 466,673 100,825 CHF 105,500 CHF 100.00% 100.00%
11/11/2024 4.30% 0.22 CHF 0.23 CHF 995,200 995,200 441,385 441,385 100,441 CHF 104,863 CHF 100.00% 100.00%
08/11/2024 4.19% 0.24 CHF 0.25 CHF 931,600 931,600 415,760 415,760 98,264 CHF 102,429 CHF 100.00% 100.00%
07/11/2024 4.51% 0.25 CHF 0.26 CHF 1,022,500 1,022,500 456,584 456,584 106,118 CHF 110,696 CHF 99.33% 99.33%

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