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 2.26% 0.41 CHF 0.42 CHF 581,700 581,700 562,720 562,720 246,359 CHF 251,987 CHF 100.00% 100.00%
19/11/2024 2.19% 0.45 CHF 0.46 CHF 555,400 555,400 553,516 553,516 249,876 CHF 255,412 CHF 99.90% 99.90%
18/11/2024 2.18% 0.45 CHF 0.46 CHF 547,400 547,400 544,662 544,662 247,084 CHF 252,531 CHF 100.00% 100.00%
15/11/2024 2.07% 0.46 CHF 0.47 CHF 531,400 531,400 520,743 520,743 248,741 CHF 253,948 CHF 100.00% 100.00%
14/11/2024 2.13% 0.50 CHF 0.51 CHF 548,300 548,300 553,841 553,841 258,177 CHF 263,716 CHF 99.04% 99.04%
13/11/2024 2.03% 0.46 CHF 0.47 CHF 497,500 497,500 487,585 487,585 238,347 CHF 243,223 CHF 99.00% 99.00%
12/11/2024 1.59% 0.48 CHF 0.49 CHF 239,700 239,700 220,781 220,781 147,392 CHF 149,670 CHF 97.86% 97.86%
11/11/2024 0.77% 1.29 CHF 1.30 CHF 211,100 211,100 208,791 208,791 270,092 CHF 272,180 CHF 100.00% 100.00%
08/11/2024 0.82% 1.21 CHF 1.22 CHF 203,500 203,500 202,658 202,658 246,110 CHF 248,137 CHF 98.95% 98.95%
07/11/2024 0.76% 1.29 CHF 1.30 CHF 209,100 209,100 208,595 208,595 273,102 CHF 275,188 CHF 100.00% 100.00%

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