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 4.89% 0.18 CHF 0.19 CHF 140,000 140,000 136,194 136,194 27,261 CHF 28,623 CHF 100.00% 100.00%
19/11/2024 5.56% 0.20 CHF 0.21 CHF 136,000 136,000 138,683 138,683 24,348 CHF 25,735 CHF 100.00% 100.00%
18/11/2024 4.45% 0.22 CHF 0.23 CHF 136,000 136,000 134,995 134,995 29,695 CHF 31,045 CHF 100.00% 100.00%
15/11/2024 4.21% 0.24 CHF 0.25 CHF 132,000 132,000 132,280 132,280 30,830 CHF 32,153 CHF 100.00% 100.00%
14/11/2024 5.20% 0.20 CHF 0.21 CHF 136,000 136,000 137,327 137,327 25,741 CHF 27,114 CHF 100.00% 100.00%
13/11/2024 5.04% 0.18 CHF 0.19 CHF 140,000 140,000 136,398 136,398 26,446 CHF 27,810 CHF 100.00% 100.00%
12/11/2024 4.50% 0.21 CHF 0.22 CHF 136,000 136,000 135,438 135,438 29,417 CHF 30,771 CHF 99.85% 99.85%
11/11/2024 4.43% 0.23 CHF 0.24 CHF 132,000 132,000 135,307 135,307 29,879 CHF 31,232 CHF 99.71% 99.71%
08/11/2024 4.45% 0.21 CHF 0.22 CHF 136,000 136,000 134,840 134,840 29,630 CHF 30,979 CHF 100.00% 100.00%
07/11/2024 4.66% 0.22 CHF 0.23 CHF 136,000 136,000 135,439 135,439 28,418 CHF 29,772 CHF 100.00% 100.00%

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