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 3.60% 0.27 CHF 0.28 CHF 250,000 100,000 249,999 99,996 68,273 CHF 28,308 CHF 99.38% 99.38%
19/11/2024 3.66% 0.27 CHF 0.28 CHF 250,000 100,000 249,990 99,968 67,357 CHF 27,935 CHF 99.38% 99.38%
18/11/2024 2.86% 0.34 CHF 0.35 CHF 250,000 100,000 250,000 100,000 86,083 CHF 35,433 CHF 99.38% 99.38%
15/11/2024 2.72% 0.36 CHF 0.37 CHF 250,000 100,000 250,000 100,000 90,703 CHF 37,281 CHF 99.37% 99.37%
14/11/2024 2.33% 0.40 CHF 0.41 CHF 250,000 100,000 250,000 100,000 105,956 CHF 43,383 CHF 99.38% 99.38%
13/11/2024 2.12% 0.44 CHF 0.45 CHF 250,000 85,000 250,000 99,997 116,755 CHF 47,701 CHF 99.04% 99.04%
12/11/2024 1.86% 0.49 CHF 0.50 CHF 250,000 100,000 250,000 100,000 133,155 CHF 54,262 CHF 99.11% 99.11%
11/11/2024 1.90% 0.56 CHF 0.57 CHF 250,000 100,000 249,988 100,000 130,920 CHF 53,371 CHF 99.38% 99.38%
08/11/2024 2.31% 0.47 CHF 0.48 CHF 250,000 100,000 249,997 100,000 107,186 CHF 43,875 CHF 99.38% 99.38%
07/11/2024 2.74% 0.37 CHF 0.38 CHF 250,000 100,000 250,000 100,000 90,040 CHF 37,016 CHF 98.69% 98.69%

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