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 3.11% 0.33 CHF 0.34 CHF 41,000 41,000 265,541 265,541 84,016 CHF 86,671 CHF 98.90% 98.90%
19/11/2024 3.77% 0.30 CHF 0.31 CHF 42,000 42,000 274,959 274,959 71,533 CHF 74,283 CHF 98.74% 98.74%
18/11/2024 3.79% 0.25 CHF 0.26 CHF 43,000 43,000 272,799 272,799 70,728 CHF 73,456 CHF 98.94% 98.94%
15/11/2024 3.30% 0.28 CHF 0.29 CHF 42,000 42,000 267,039 267,039 79,813 CHF 82,483 CHF 98.94% 98.94%
14/11/2024 2.64% 0.37 CHF 0.38 CHF 40,000 40,000 258,126 258,126 96,383 CHF 98,964 CHF 98.85% 98.85%
13/11/2024 2.72% 0.38 CHF 0.39 CHF 40,000 40,000 258,109 258,109 93,465 CHF 96,047 CHF 98.87% 98.87%
12/11/2024 2.69% 0.36 CHF 0.37 CHF 40,000 40,000 258,278 258,278 94,650 CHF 97,233 CHF 98.75% 98.75%
11/11/2024 2.48% 0.42 CHF 0.43 CHF 39,000 39,000 253,105 253,105 100,897 CHF 103,428 CHF 98.90% 98.90%
08/11/2024 2.82% 0.36 CHF 0.37 CHF 40,000 40,000 260,617 260,617 91,170 CHF 93,776 CHF 97.82% 97.82%
07/11/2024 2.98% 0.33 CHF 0.34 CHF 41,000 41,000 261,875 261,875 86,727 CHF 89,346 CHF 98.90% 98.90%

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