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 6.20% 0.18 CHF 0.19 CHF 434,900 434,900 170,053 170,053 32,687 CHF 34,620 CHF 99.82% 99.82%
19/11/2024 8.90% 0.25 CHF 0.26 CHF 331,900 331,900 91,302 91,302 23,169 CHF 24,261 CHF 99.92% 99.92%
18/11/2024 4.39% 0.26 CHF 0.27 CHF 398,900 398,900 146,880 146,880 34,599 CHF 36,071 CHF 99.89% 99.89%
15/11/2024 4.90% 0.25 CHF 0.26 CHF 330,700 330,700 124,403 124,403 31,464 CHF 32,885 CHF 99.52% 99.52%
14/11/2024 4.51% 0.27 CHF 0.28 CHF 333,500 333,500 131,776 131,776 36,419 CHF 37,913 CHF 100.00% 100.00%
13/11/2024 2.95% 0.29 CHF 0.30 CHF 253,100 253,100 94,270 94,270 31,064 CHF 32,008 CHF 100.00% 100.00%
12/11/2024 4.47% 0.37 CHF 0.38 CHF 220,200 220,200 53,433 53,433 20,698 CHF 21,305 CHF 99.95% 99.95%
11/11/2024 4.24% 0.45 CHF 0.46 CHF 182,100 182,100 50,155 50,155 23,526 CHF 24,078 CHF 99.87% 99.87%
08/11/2024 2.29% 0.48 CHF 0.49 CHF 197,800 197,800 79,491 79,491 36,036 CHF 36,832 CHF 100.00% 100.00%
07/11/2024 2.41% 0.45 CHF 0.46 CHF 220,800 220,800 85,879 85,879 37,354 CHF 38,218 CHF 99.87% 99.87%

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