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 2.40% 0.40 CHF 0.42 CHF 181,000 181,000 181,282 181,282 74,507 CHF 76,320 CHF 0.96% 97.34%
22/11/2024 2.31% 0.42 CHF 0.43 CHF 185,000 185,000 180,483 180,483 77,184 CHF 78,989 CHF 100.00% 100.00%
20/11/2024 2.34% 0.42 CHF 0.43 CHF 185,000 185,000 180,065 180,065 75,888 CHF 77,689 CHF 100.00% 100.00%
19/11/2024 2.33% 0.43 CHF 0.44 CHF 185,000 185,000 179,861 179,861 76,411 CHF 78,210 CHF 100.00% 100.00%
18/11/2024 2.32% 0.42 CHF 0.43 CHF 185,000 185,000 180,087 180,087 76,625 CHF 78,425 CHF 100.00% 100.00%
15/11/2024 2.29% 0.43 CHF 0.44 CHF 185,000 185,000 179,872 179,872 77,672 CHF 79,471 CHF 100.00% 100.00%
14/11/2024 2.19% 0.44 CHF 0.45 CHF 185,000 185,000 182,214 182,214 82,203 CHF 84,025 CHF 99.39% 99.39%
13/11/2024 2.26% 0.44 CHF 0.45 CHF 185,000 185,000 180,539 180,539 78,930 CHF 80,736 CHF 100.00% 100.00%
12/11/2024 2.28% 0.44 CHF 0.45 CHF 185,000 185,000 179,309 179,309 77,925 CHF 79,718 CHF 98.86% 100.00%
11/11/2024 2.46% 0.41 CHF 0.42 CHF 181,000 181,000 172,557 172,557 69,430 CHF 71,156 CHF 99.93% 99.93%

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