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 7.81% 0.14 CHF 0.14 CHF 309,100 309,100 305,043 305,043 37,650 CHF 40,701 CHF 100.00% 100.00%
19/11/2024 7.56% 0.13 CHF 0.14 CHF 337,700 337,700 337,532 337,532 43,055 CHF 46,431 CHF 100.00% 100.00%
18/11/2024 8.21% 0.12 CHF 0.13 CHF 349,300 349,300 350,834 350,834 41,012 CHF 44,521 CHF 100.00% 100.00%
15/11/2024 9.04% 0.11 CHF 0.12 CHF 381,300 381,300 378,227 378,227 40,002 CHF 43,784 CHF 100.00% 100.00%
14/11/2024 9.21% 0.10 CHF 0.11 CHF 359,800 359,800 361,793 361,793 37,482 CHF 41,100 CHF 100.00% 100.00%
13/11/2024 9.29% 0.11 CHF 0.12 CHF 395,800 395,800 394,177 394,177 40,488 CHF 44,430 CHF 100.00% 100.00%
12/11/2024 10.84% 0.10 CHF 0.11 CHF 481,400 481,400 473,503 473,503 41,392 CHF 46,127 CHF 100.00% 100.00%
11/11/2024 11.77% 0.08 CHF 0.09 CHF 380,700 380,700 381,525 381,525 30,515 CHF 34,330 CHF 100.00% 100.00%
08/11/2024 10.24% 0.10 CHF 0.11 CHF 482,100 482,100 478,452 478,452 44,413 CHF 49,197 CHF 99.19% 99.19%
07/11/2024 11.19% 0.08 CHF 0.09 CHF 374,400 374,400 376,036 376,036 31,824 CHF 35,584 CHF 100.00% 100.00%

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