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 3.24% 0.30 CHF 0.31 CHF 140,000 140,000 136,075 136,075 41,326 CHF 42,687 CHF 100.00% 100.00%
19/11/2024 3.29% 0.30 CHF 0.31 CHF 130,000 130,000 126,610 126,610 37,904 CHF 39,170 CHF 100.00% 100.00%
18/11/2024 3.31% 0.31 CHF 0.32 CHF 140,000 140,000 136,130 136,130 40,394 CHF 41,755 CHF 100.00% 100.00%
15/11/2024 3.38% 0.30 CHF 0.31 CHF 140,000 140,000 136,352 136,352 39,771 CHF 41,135 CHF 100.00% 100.00%
14/11/2024 3.70% 0.28 CHF 0.28 CHF 140,000 140,000 136,329 136,329 36,215 CHF 37,578 CHF 99.36% 99.36%
13/11/2024 3.47% 0.28 CHF 0.28 CHF 140,000 140,000 136,355 136,355 38,627 CHF 39,990 CHF 100.00% 100.00%
12/11/2024 3.38% 0.28 CHF 0.28 CHF 130,000 130,000 126,575 126,575 36,825 CHF 38,091 CHF 98.86% 100.00%
11/11/2024 2.87% 0.33 CHF 0.34 CHF 120,000 120,000 116,871 116,871 40,120 CHF 41,289 CHF 99.93% 99.93%
08/11/2024 2.60% 0.35 CHF 0.36 CHF 110,000 110,000 107,135 107,135 40,780 CHF 41,851 CHF 100.00% 100.00%
07/11/2024 2.23% 0.46 CHF 0.47 CHF 110,000 110,000 107,087 107,087 47,618 CHF 48,689 CHF 98.41% 98.41%

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