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 2.17% 0.42 CHF 0.43 CHF 86,100 86,100 85,047 85,047 38,864 CHF 39,714 CHF 100.00% 100.00%
19/11/2024 2.02% 0.48 CHF 0.49 CHF 78,700 78,700 78,053 78,053 38,256 CHF 39,037 CHF 100.00% 100.00%
18/11/2024 1.89% 0.55 CHF 0.56 CHF 71,400 71,400 71,604 71,604 37,508 CHF 38,224 CHF 100.00% 100.00%
15/11/2024 1.66% 0.62 CHF 0.63 CHF 78,400 78,400 78,113 78,113 46,745 CHF 47,526 CHF 100.00% 100.00%
14/11/2024 2.00% 0.54 CHF 0.55 CHF 89,200 89,200 90,117 90,117 44,836 CHF 45,737 CHF 99.35% 99.35%
13/11/2024 1.60% 0.36 CHF 0.37 CHF 50,200 50,200 47,613 47,613 31,537 CHF 32,013 CHF 99.46% 99.46%
12/11/2024 1.02% 0.88 CHF 0.89 CHF 44,100 44,100 43,445 43,445 42,325 CHF 42,760 CHF 100.00% 100.00%
11/11/2024 0.99% 1.02 CHF 1.03 CHF 42,500 42,500 42,559 42,559 42,654 CHF 43,080 CHF 99.93% 99.93%
08/11/2024 1.00% 0.97 CHF 0.98 CHF 37,200 37,200 36,884 36,884 36,813 CHF 37,182 CHF 100.00% 100.00%
07/11/2024 0.80% 1.26 CHF 1.27 CHF 41,100 41,100 40,867 40,867 51,220 CHF 51,629 CHF 99.43% 99.43%

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