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
25/11/2024 2.10% 0.46 CHF 0.48 CHF 181,000 181,000 181,274 181,274 85,367 CHF 87,179 CHF 0.96% 97.34%
22/11/2024 2.04% 0.48 CHF 0.49 CHF 185,000 185,000 180,483 180,483 87,549 CHF 89,353 CHF 100.00% 100.00%
20/11/2024 2.06% 0.48 CHF 0.49 CHF 185,000 185,000 180,063 180,063 86,445 CHF 88,246 CHF 100.00% 100.00%
19/11/2024 2.05% 0.49 CHF 0.50 CHF 185,000 185,000 179,861 179,861 86,790 CHF 88,589 CHF 100.00% 100.00%
18/11/2024 2.05% 0.48 CHF 0.49 CHF 185,000 185,000 180,087 180,087 87,042 CHF 88,843 CHF 100.00% 100.00%
15/11/2024 2.02% 0.49 CHF 0.50 CHF 185,000 185,000 179,872 179,872 88,212 CHF 90,011 CHF 100.00% 100.00%
14/11/2024 1.95% 0.50 CHF 0.51 CHF 185,000 185,000 182,211 182,211 92,728 CHF 94,550 CHF 99.39% 99.39%
13/11/2024 2.00% 0.50 CHF 0.51 CHF 185,000 185,000 180,538 180,538 89,483 CHF 91,288 CHF 100.00% 100.00%
12/11/2024 2.01% 0.50 CHF 0.51 CHF 185,000 185,000 179,309 179,309 88,441 CHF 90,235 CHF 98.86% 100.00%
11/11/2024 2.15% 0.47 CHF 0.48 CHF 181,000 181,000 172,557 172,557 79,462 CHF 81,188 CHF 99.93% 99.93%

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