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 2.18% 0.43 CHF 0.44 CHF 166,200 166,200 166,171 166,171 75,385 CHF 77,047 CHF 100.00% 100.00%
19/11/2024 2.29% 0.43 CHF 0.44 CHF 143,100 143,100 143,130 143,130 62,034 CHF 63,465 CHF 100.00% 100.00%
18/11/2024 2.01% 0.51 CHF 0.52 CHF 148,500 148,500 150,228 150,228 74,060 CHF 75,563 CHF 100.00% 100.00%
15/11/2024 1.94% 0.48 CHF 0.49 CHF 146,300 146,300 143,413 143,413 73,107 CHF 74,541 CHF 100.00% 100.00%
14/11/2024 2.12% 0.51 CHF 0.52 CHF 166,400 166,400 169,757 169,757 79,517 CHF 81,215 CHF 100.00% 100.00%
13/11/2024 2.43% 0.42 CHF 0.43 CHF 185,500 185,500 188,814 188,814 76,843 CHF 78,731 CHF 100.00% 100.00%
12/11/2024 2.27% 0.37 CHF 0.38 CHF 145,400 145,400 142,557 142,557 62,373 CHF 63,799 CHF 99.86% 99.86%
11/11/2024 1.82% 0.54 CHF 0.55 CHF 146,900 146,900 147,018 147,018 79,898 CHF 81,368 CHF 99.70% 99.70%
08/11/2024 1.64% 0.53 CHF 0.54 CHF 75,900 75,900 72,410 72,410 45,880 CHF 46,623 CHF 98.81% 98.81%
07/11/2024 0.95% 1.04 CHF 1.05 CHF 80,500 80,500 80,767 80,767 84,517 CHF 85,325 CHF 100.00% 100.00%

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