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 6.26% 0.16 CHF 0.17 CHF 792,700 792,700 792,565 792,565 122,653 CHF 130,578 CHF 100.00% 100.00%
19/11/2024 6.14% 0.16 CHF 0.17 CHF 871,100 871,100 871,273 871,273 137,592 CHF 146,305 CHF 100.00% 100.00%
18/11/2024 6.43% 0.15 CHF 0.16 CHF 811,900 811,900 821,409 821,409 123,687 CHF 131,901 CHF 100.00% 100.00%
15/11/2024 6.57% 0.15 CHF 0.16 CHF 854,200 854,200 837,457 837,457 123,397 CHF 131,772 CHF 100.00% 100.00%
14/11/2024 6.22% 0.15 CHF 0.16 CHF 735,600 735,600 750,580 750,580 117,086 CHF 124,592 CHF 100.00% 100.00%
13/11/2024 5.78% 0.17 CHF 0.18 CHF 705,600 705,600 718,251 718,251 120,734 CHF 127,916 CHF 100.00% 100.00%
12/11/2024 5.87% 0.18 CHF 0.19 CHF 843,400 843,400 827,013 827,013 136,732 CHF 145,002 CHF 99.85% 99.85%
11/11/2024 6.49% 0.15 CHF 0.16 CHF 769,200 769,200 769,819 769,819 114,857 CHF 122,555 CHF 99.64% 99.64%
08/11/2024 6.79% 0.16 CHF 0.17 CHF 1,067,100 1,067,100 1,017,930 1,017,930 152,872 CHF 163,320 CHF 98.70% 98.70%
07/11/2024 7.67% 0.13 CHF 0.14 CHF 890,100 890,100 893,147 893,147 112,142 CHF 121,073 CHF 100.00% 100.00%

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