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 1.44% 0.63 CHF 0.64 CHF 500,000 500,000 500,000 500,000 345,153 CHF 350,153 CHF 99.54% 99.54%
19/11/2024 1.43% 0.70 CHF 0.71 CHF 500,000 500,000 500,000 500,000 346,446 CHF 351,446 CHF 99.56% 99.56%
18/11/2024 1.28% 0.79 CHF 0.80 CHF 500,000 500,000 500,000 500,000 388,965 CHF 393,965 CHF 99.58% 99.58%
15/11/2024 1.33% 0.75 CHF 0.76 CHF 500,000 500,000 500,000 500,000 374,090 CHF 379,090 CHF 98.92% 98.92%
14/11/2024 1.50% 0.71 CHF 0.72 CHF 500,000 500,000 500,000 500,000 331,167 CHF 336,167 CHF 98.73% 98.73%
13/11/2024 1.68% 0.57 CHF 0.58 CHF 500,000 500,000 500,000 500,000 296,267 CHF 301,267 CHF 96.69% 96.69%
12/11/2024 1.38% 0.65 CHF 0.66 CHF 500,000 500,000 500,000 500,000 361,328 CHF 366,328 CHF 99.56% 99.56%
11/11/2024 1.41% 0.74 CHF 0.75 CHF 500,000 500,000 500,000 500,000 353,477 CHF 358,477 CHF 99.57% 99.57%
08/11/2024 1.42% 0.67 CHF 0.68 CHF 500,000 500,000 500,000 500,000 349,954 CHF 354,954 CHF 99.52% 99.52%
07/11/2024 1.23% 0.85 CHF 0.86 CHF 500,000 500,000 500,000 500,000 403,125 CHF 408,125 CHF 99.49% 99.49%

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