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 2.13% 0.45 CHF 0.47 CHF 200,000 200,000 200,000 200,000 92,717 CHF 94,717 CHF 13.10% 98.98%
19/11/2024 2.31% 0.43 CHF 0.44 CHF 200,000 200,000 200,000 200,000 85,458 CHF 87,458 CHF 100.00% 100.00%
18/11/2024 2.21% 0.45 CHF 0.46 CHF 200,000 200,000 200,000 200,000 89,523 CHF 91,523 CHF 100.00% 100.00%
15/11/2024 2.32% 0.42 CHF 0.43 CHF 200,000 200,000 200,000 200,000 85,229 CHF 87,229 CHF 100.00% 100.00%
14/11/2024 2.37% 0.43 CHF 0.44 CHF 200,000 200,000 200,000 200,000 83,465 CHF 85,465 CHF 99.22% 99.22%
13/11/2024 2.39% 0.41 CHF 0.42 CHF 200,000 200,000 198,235 197,504 82,042 CHF 83,710 CHF 99.36% 99.36%
12/11/2024 2.28% 0.40 CHF 0.41 CHF 200,000 200,000 200,000 200,000 86,995 CHF 88,995 CHF 100.00% 100.00%
11/11/2024 1.95% 0.49 CHF 0.50 CHF 200,000 200,000 200,000 200,000 101,463 CHF 103,463 CHF 100.00% 100.00%
08/11/2024 1.97% 0.50 CHF 0.51 CHF 200,000 200,000 200,000 200,000 100,489 CHF 102,489 CHF 100.00% 100.00%
07/11/2024 2.02% 0.51 CHF 0.52 CHF 200,000 200,000 195,312 193,489 95,848 CHF 96,926 CHF 98.73% 98.73%

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