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 2.67% 0.37 CHF 0.38 CHF 185,000 185,000 180,065 180,065 66,624 CHF 68,425 CHF 100.00% 100.00%
19/11/2024 2.66% 0.38 CHF 0.39 CHF 185,000 185,000 179,861 179,861 66,638 CHF 68,437 CHF 100.00% 100.00%
18/11/2024 2.65% 0.37 CHF 0.38 CHF 185,000 185,000 180,087 180,087 67,002 CHF 68,803 CHF 100.00% 100.00%
15/11/2024 2.61% 0.38 CHF 0.39 CHF 185,000 185,000 179,871 179,871 67,944 CHF 69,743 CHF 100.00% 100.00%
14/11/2024 2.49% 0.39 CHF 0.40 CHF 185,000 185,000 182,207 182,207 72,159 CHF 73,981 CHF 99.33% 99.33%
13/11/2024 2.58% 0.39 CHF 0.40 CHF 185,000 185,000 180,538 180,538 69,162 CHF 70,968 CHF 100.00% 100.00%
12/11/2024 2.59% 0.39 CHF 0.40 CHF 185,000 185,000 179,308 179,308 68,230 CHF 70,023 CHF 98.86% 100.00%
11/11/2024 2.84% 0.36 CHF 0.37 CHF 181,000 181,000 172,557 172,557 59,953 CHF 61,678 CHF 99.93% 99.93%
08/11/2024 3.07% 0.34 CHF 0.35 CHF 177,000 177,000 168,896 168,896 54,191 CHF 55,880 CHF 100.00% 100.00%
07/11/2024 3.50% 0.27 CHF 0.28 CHF 165,000 165,000 162,854 162,854 45,779 CHF 47,407 CHF 98.41% 98.41%

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