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 2.87% 0.35 CHF 0.36 CHF 41,000 41,000 265,541 265,541 91,280 CHF 93,936 CHF 98.90% 98.90%
19/11/2024 3.43% 0.32 CHF 0.33 CHF 42,000 42,000 274,955 274,955 78,719 CHF 81,468 CHF 98.71% 98.71%
18/11/2024 3.45% 0.28 CHF 0.29 CHF 43,000 43,000 272,801 272,801 77,885 CHF 80,613 CHF 98.94% 98.94%
15/11/2024 3.05% 0.30 CHF 0.31 CHF 42,000 42,000 267,038 267,038 86,682 CHF 89,352 CHF 98.94% 98.94%
14/11/2024 2.48% 0.40 CHF 0.41 CHF 40,000 40,000 258,126 258,126 102,853 CHF 105,435 CHF 98.85% 98.85%
13/11/2024 2.54% 0.41 CHF 0.42 CHF 40,000 40,000 258,109 258,109 100,059 CHF 102,640 CHF 98.87% 98.87%
12/11/2024 2.53% 0.38 CHF 0.39 CHF 40,000 40,000 258,280 258,280 101,013 CHF 103,595 CHF 98.74% 98.74%
11/11/2024 2.32% 0.45 CHF 0.46 CHF 39,000 39,000 253,106 253,106 107,874 CHF 110,405 CHF 98.90% 98.90%
08/11/2024 2.63% 0.39 CHF 0.40 CHF 40,000 40,000 260,616 260,616 97,956 CHF 100,562 CHF 97.77% 97.77%
07/11/2024 2.76% 0.36 CHF 0.37 CHF 41,000 41,000 261,878 261,878 93,740 CHF 96,359 CHF 98.90% 98.90%

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