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 2.28% 0.47 CHF 0.48 CHF 182,000 182,000 80,640 80,640 36,130 CHF 36,937 CHF 99.90% 99.90%
19/11/2024 2.15% 0.47 CHF 0.48 CHF 184,000 184,000 81,845 81,845 38,554 CHF 39,374 CHF 100.00% 100.00%
18/11/2024 2.12% 0.46 CHF 0.47 CHF 182,000 182,000 81,458 81,458 38,661 CHF 39,477 CHF 99.90% 99.90%
15/11/2024 2.23% 0.48 CHF 0.49 CHF 182,000 182,000 80,591 80,591 37,131 CHF 37,938 CHF 99.90% 99.90%
14/11/2024 2.38% 0.44 CHF 0.45 CHF 180,000 180,000 80,146 80,146 34,495 CHF 35,298 CHF 100.00% 100.00%
13/11/2024 2.43% 0.42 CHF 0.43 CHF 180,000 180,000 80,281 80,281 33,612 CHF 34,417 CHF 100.00% 100.00%
12/11/2024 2.51% 0.40 CHF 0.41 CHF 178,000 178,000 79,865 79,865 32,086 CHF 32,886 CHF 99.86% 99.86%
11/11/2024 2.63% 0.40 CHF 0.41 CHF 178,000 178,000 79,795 79,795 30,840 CHF 31,639 CHF 99.90% 99.90%
08/11/2024 2.64% 0.38 CHF 0.39 CHF 178,000 178,000 79,958 79,958 30,438 CHF 31,239 CHF 100.00% 100.00%
07/11/2024 2.64% 0.38 CHF 0.39 CHF 180,000 180,000 80,087 80,087 30,445 CHF 31,247 CHF 99.89% 99.89%

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