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 2.30% 0.43 CHF 0.44 CHF 185,000 185,000 180,065 180,065 77,297 CHF 79,098 CHF 100.00% 100.00%
19/11/2024 2.31% 0.43 CHF 0.44 CHF 185,000 185,000 179,861 179,861 77,091 CHF 78,890 CHF 100.00% 100.00%
18/11/2024 2.30% 0.43 CHF 0.44 CHF 185,000 185,000 180,087 180,087 77,488 CHF 79,289 CHF 100.00% 100.00%
15/11/2024 2.27% 0.43 CHF 0.44 CHF 185,000 185,000 179,872 179,872 78,244 CHF 80,043 CHF 100.00% 100.00%
14/11/2024 2.18% 0.45 CHF 0.46 CHF 185,000 185,000 182,211 182,211 82,802 CHF 84,624 CHF 99.33% 99.33%
13/11/2024 2.24% 0.45 CHF 0.46 CHF 185,000 185,000 180,539 180,539 79,610 CHF 81,415 CHF 100.00% 100.00%
12/11/2024 2.25% 0.45 CHF 0.46 CHF 185,000 185,000 179,309 179,309 78,656 CHF 80,449 CHF 98.86% 100.00%
11/11/2024 2.43% 0.42 CHF 0.43 CHF 181,000 181,000 172,557 172,557 70,092 CHF 71,817 CHF 99.93% 99.93%
08/11/2024 2.61% 0.40 CHF 0.41 CHF 177,000 177,000 168,894 168,894 64,000 CHF 65,689 CHF 100.00% 100.00%
07/11/2024 2.91% 0.33 CHF 0.34 CHF 165,000 165,000 162,853 162,853 55,149 CHF 56,778 CHF 98.41% 98.41%

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