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 3.68% 0.26 CHF 0.27 CHF 250,800 250,800 249,445 249,445 66,503 CHF 68,998 CHF 100.00% 100.00%
19/11/2024 3.84% 0.26 CHF 0.27 CHF 259,200 259,200 258,924 258,924 66,144 CHF 68,733 CHF 100.00% 100.00%
18/11/2024 3.69% 0.26 CHF 0.27 CHF 279,800 279,800 277,702 277,702 73,903 CHF 76,680 CHF 100.00% 100.00%
15/11/2024 3.94% 0.25 CHF 0.26 CHF 291,300 291,300 286,964 286,964 71,444 CHF 74,314 CHF 100.00% 100.00%
14/11/2024 4.52% 0.24 CHF 0.25 CHF 341,700 341,700 343,610 343,610 74,549 CHF 77,985 CHF 99.35% 99.35%
13/11/2024 4.81% 0.20 CHF 0.21 CHF 303,300 303,300 300,321 300,321 61,242 CHF 64,246 CHF 100.00% 100.00%
12/11/2024 3.80% 0.23 CHF 0.24 CHF 276,500 276,500 272,783 272,783 70,456 CHF 73,184 CHF 100.00% 100.00%
11/11/2024 3.97% 0.26 CHF 0.27 CHF 279,700 279,700 280,709 280,709 69,546 CHF 72,353 CHF 99.93% 99.93%
08/11/2024 4.22% 0.23 CHF 0.24 CHF 217,400 217,400 216,158 216,158 50,324 CHF 52,485 CHF 99.40% 99.40%
07/11/2024 3.03% 0.32 CHF 0.33 CHF 250,400 250,400 249,903 249,903 81,184 CHF 83,683 CHF 100.00% 100.00%

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