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 1.58% 0.64 CHF 0.65 CHF 500,000 100,000 500,000 100,000 314,987 CHF 63,997 CHF 99.27% 99.27%
19/11/2024 1.51% 0.65 CHF 0.66 CHF 500,000 100,000 500,000 100,000 328,717 CHF 66,743 CHF 99.27% 99.27%
18/11/2024 1.55% 0.64 CHF 0.65 CHF 500,000 100,000 500,000 100,000 320,352 CHF 65,071 CHF 99.27% 99.27%
15/11/2024 1.51% 0.66 CHF 0.67 CHF 500,000 100,000 500,000 100,000 328,810 CHF 66,762 CHF 99.27% 99.27%
14/11/2024 1.49% 0.66 CHF 0.67 CHF 500,000 100,000 500,000 100,000 332,943 CHF 67,589 CHF 99.27% 99.27%
13/11/2024 1.48% 0.67 CHF 0.68 CHF 500,000 100,000 500,000 100,000 334,627 CHF 67,926 CHF 99.27% 99.27%
12/11/2024 1.52% 0.68 CHF 0.69 CHF 500,000 100,000 500,000 100,000 325,575 CHF 66,115 CHF 99.25% 99.25%
11/11/2024 1.68% 0.60 CHF 0.61 CHF 500,000 100,000 500,000 100,000 295,704 CHF 60,141 CHF 99.27% 99.27%
08/11/2024 1.66% 0.60 CHF 0.61 CHF 500,000 100,000 500,000 100,000 298,404 CHF 60,681 CHF 99.20% 99.20%
07/11/2024 1.57% 0.63 CHF 0.64 CHF 500,000 100,000 500,000 100,000 315,000 CHF 64,000 CHF 1.12% 1.12%

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