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 2.24% 0.46 CHF 0.47 CHF 140,000 140,000 136,194 136,194 60,119 CHF 61,481 CHF 100.00% 100.00%
19/11/2024 2.13% 0.44 CHF 0.45 CHF 136,000 136,000 138,685 138,685 64,530 CHF 65,917 CHF 100.00% 100.00%
18/11/2024 2.33% 0.43 CHF 0.44 CHF 136,000 136,000 134,995 134,995 57,200 CHF 58,550 CHF 100.00% 100.00%
15/11/2024 2.39% 0.40 CHF 0.41 CHF 132,000 132,000 132,280 132,280 54,754 CHF 56,077 CHF 100.00% 100.00%
14/11/2024 2.16% 0.45 CHF 0.46 CHF 136,000 136,000 137,327 137,327 63,029 CHF 64,402 CHF 100.00% 100.00%
13/11/2024 2.18% 0.47 CHF 0.48 CHF 140,000 140,000 136,398 136,398 61,810 CHF 63,174 CHF 100.00% 100.00%
12/11/2024 2.30% 0.44 CHF 0.45 CHF 136,000 136,000 135,439 135,439 58,096 CHF 59,451 CHF 99.85% 99.85%
11/11/2024 2.32% 0.42 CHF 0.43 CHF 132,000 132,000 135,306 135,306 57,712 CHF 59,065 CHF 99.72% 99.72%
08/11/2024 2.30% 0.44 CHF 0.45 CHF 136,000 136,000 134,839 134,839 57,861 CHF 59,209 CHF 100.00% 100.00%
07/11/2024 2.23% 0.44 CHF 0.45 CHF 136,000 136,000 135,439 135,439 60,037 CHF 61,392 CHF 100.00% 100.00%

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