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 1.94% 0.53 CHF 0.54 CHF 300,000 300,000 300,000 300,000 153,549 CHF 156,549 CHF 100.00% 100.00%
19/11/2024 1.92% 0.52 CHF 0.53 CHF 300,000 300,000 300,000 300,000 154,872 CHF 157,872 CHF 99.89% 99.89%
18/11/2024 2.04% 0.49 CHF 0.50 CHF 300,000 300,000 297,071 297,071 144,375 CHF 147,346 CHF 100.00% 100.00%
15/11/2024 2.14% 0.47 CHF 0.48 CHF 290,000 290,000 290,585 290,585 134,132 CHF 137,038 CHF 100.00% 100.00%
14/11/2024 2.38% 0.40 CHF 0.41 CHF 290,000 290,000 290,000 290,000 120,395 CHF 123,295 CHF 100.00% 100.00%
13/11/2024 2.54% 0.40 CHF 0.41 CHF 290,000 290,000 284,460 284,460 110,775 CHF 113,619 CHF 100.00% 100.00%
12/11/2024 2.51% 0.40 CHF 0.41 CHF 290,000 290,000 285,348 285,348 112,328 CHF 115,181 CHF 99.93% 99.93%
11/11/2024 2.69% 0.37 CHF 0.38 CHF 280,000 280,000 280,000 280,000 102,568 CHF 105,368 CHF 100.00% 100.00%
08/11/2024 2.55% 0.40 CHF 0.41 CHF 290,000 290,000 284,000 284,000 110,190 CHF 113,030 CHF 98.94% 98.94%
07/11/2024 2.69% 0.36 CHF 0.37 CHF 280,000 280,000 280,000 280,000 102,735 CHF 105,535 CHF 100.00% 100.00%

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