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 2.56% 0.38 CHF 0.39 CHF 166,000 166,000 164,553 164,553 63,596 CHF 65,241 CHF 100.00% 100.00%
19/11/2024 2.63% 0.39 CHF 0.40 CHF 164,000 164,000 165,537 165,537 62,238 CHF 63,894 CHF 99.91% 99.91%
18/11/2024 2.56% 0.39 CHF 0.40 CHF 164,000 164,000 164,764 164,764 63,459 CHF 65,106 CHF 100.00% 100.00%
15/11/2024 2.33% 0.41 CHF 0.42 CHF 164,000 164,000 163,985 163,985 69,670 CHF 71,309 CHF 100.00% 100.00%
14/11/2024 2.18% 0.48 CHF 0.49 CHF 162,000 162,000 162,417 162,417 73,883 CHF 75,507 CHF 100.00% 100.00%
13/11/2024 2.29% 0.43 CHF 0.44 CHF 164,000 164,000 163,695 163,695 70,824 CHF 72,461 CHF 100.00% 100.00%
12/11/2024 2.09% 0.46 CHF 0.47 CHF 162,000 162,000 162,000 162,000 76,679 CHF 78,299 CHF 99.93% 99.93%
11/11/2024 1.96% 0.50 CHF 0.51 CHF 162,000 162,000 160,732 160,732 81,175 CHF 82,782 CHF 100.00% 100.00%
08/11/2024 1.98% 0.49 CHF 0.50 CHF 162,000 162,000 161,154 161,154 80,699 CHF 82,310 CHF 98.97% 98.97%
07/11/2024 1.90% 0.49 CHF 0.50 CHF 162,000 162,000 160,470 160,470 83,582 CHF 85,187 CHF 100.00% 100.00%

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