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 5.45% 0.20 CHF 0.21 CHF 417,800 417,800 417,800 417,800 74,712 CHF 78,890 CHF 100.00% 100.00%
19/11/2024 4.77% 0.20 CHF 0.21 CHF 438,600 438,600 438,600 438,600 89,966 CHF 94,352 CHF 100.00% 100.00%
18/11/2024 5.19% 0.19 CHF 0.20 CHF 484,400 484,400 484,400 484,400 91,011 CHF 95,855 CHF 100.00% 100.00%
15/11/2024 5.91% 0.17 CHF 0.18 CHF 518,500 518,500 518,500 518,500 85,219 CHF 90,404 CHF 100.00% 100.00%
14/11/2024 6.02% 0.16 CHF 0.17 CHF 469,400 469,400 469,400 469,400 75,618 CHF 80,312 CHF 100.00% 100.00%
13/11/2024 5.33% 0.18 CHF 0.19 CHF 451,600 451,600 451,600 451,600 82,508 CHF 87,024 CHF 100.00% 100.00%
12/11/2024 5.88% 0.19 CHF 0.20 CHF 546,800 546,800 546,800 546,800 90,375 CHF 95,843 CHF 99.86% 99.86%
11/11/2024 6.48% 0.14 CHF 0.16 CHF 482,900 482,900 482,900 482,900 72,117 CHF 76,946 CHF 99.66% 99.66%
08/11/2024 5.67% 0.17 CHF 0.18 CHF 495,100 495,100 495,100 495,100 84,951 CHF 89,902 CHF 98.72% 98.72%
07/11/2024 5.88% 0.17 CHF 0.18 CHF 500,500 500,500 500,500 500,500 82,759 CHF 87,764 CHF 100.00% 100.00%

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