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 6.28% 0.17 CHF 0.18 CHF 403,700 403,700 376,216 376,216 58,150 CHF 61,912 CHF 100.00% 100.00%
19/11/2024 5.46% 0.17 CHF 0.18 CHF 408,400 408,400 408,400 408,400 72,757 CHF 76,841 CHF 99.90% 99.90%
18/11/2024 5.81% 0.17 CHF 0.18 CHF 444,500 444,500 438,114 438,114 73,432 CHF 77,813 CHF 100.00% 100.00%
15/11/2024 6.20% 0.16 CHF 0.17 CHF 373,600 373,600 381,638 381,638 59,971 CHF 63,787 CHF 100.00% 100.00%
14/11/2024 5.85% 0.17 CHF 0.18 CHF 457,000 457,000 453,527 453,527 75,252 CHF 79,787 CHF 100.00% 100.00%
13/11/2024 5.69% 0.16 CHF 0.17 CHF 367,300 367,300 387,127 387,127 66,395 CHF 70,266 CHF 100.00% 100.00%
12/11/2024 5.94% 0.17 CHF 0.18 CHF 475,400 475,400 446,864 446,864 73,080 CHF 77,549 CHF 99.92% 99.92%
11/11/2024 6.77% 0.15 CHF 0.16 CHF 392,300 392,300 392,300 392,300 56,059 CHF 59,982 CHF 100.00% 100.00%
08/11/2024 6.08% 0.16 CHF 0.17 CHF 366,800 366,800 366,800 366,800 58,487 CHF 62,155 CHF 98.94% 98.94%
07/11/2024 5.85% 0.18 CHF 0.19 CHF 388,400 388,400 368,980 368,980 61,479 CHF 65,169 CHF 100.00% 100.00%

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