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 2.35% 0.41 CHF 0.42 CHF 450,000 150,000 450,000 150,000 189,519 CHF 64,673 CHF 98.75% 98.75%
19/11/2024 2.19% 0.45 CHF 0.46 CHF 450,000 150,000 450,000 150,000 204,014 CHF 69,505 CHF 99.19% 99.19%
18/11/2024 2.27% 0.42 CHF 0.43 CHF 450,000 150,000 450,000 150,000 195,753 CHF 66,751 CHF 96.27% 96.27%
15/11/2024 2.22% 0.45 CHF 0.46 CHF 450,000 150,000 450,000 150,000 200,634 CHF 68,378 CHF 99.20% 99.20%
14/11/2024 2.15% 0.44 CHF 0.45 CHF 450,000 150,000 450,000 150,000 206,822 CHF 70,441 CHF 98.43% 98.43%
13/11/2024 2.18% 0.49 CHF 0.50 CHF 450,000 150,000 450,000 150,000 204,164 CHF 69,555 CHF 96.58% 96.58%
12/11/2024 2.40% 0.44 CHF 0.45 CHF 450,000 150,000 450,000 150,000 185,486 CHF 63,329 CHF 96.67% 96.67%
11/11/2024 2.49% 0.38 CHF 0.39 CHF 450,000 150,000 450,000 150,000 178,542 CHF 61,014 CHF 98.80% 98.80%
08/11/2024 2.45% 0.42 CHF 0.43 CHF 450,000 150,000 450,000 150,000 181,427 CHF 61,976 CHF 99.06% 99.06%
07/11/2024 2.58% 0.39 CHF 0.40 CHF 450,000 150,000 450,000 150,000 172,288 CHF 58,929 CHF 98.63% 98.63%

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