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 1.62% 0.57 CHF 0.58 CHF 300,000 100,000 300,000 100,000 184,498 CHF 62,499 CHF 99.44% 99.44%
19/11/2024 1.59% 0.60 CHF 0.61 CHF 300,000 100,000 300,000 100,000 186,835 CHF 63,278 CHF 98.97% 98.97%
18/11/2024 1.68% 0.63 CHF 0.64 CHF 300,000 100,000 300,000 100,000 177,531 CHF 60,177 CHF 97.73% 97.73%
15/11/2024 1.31% 0.70 CHF 0.71 CHF 300,000 100,000 300,000 100,000 228,768 CHF 77,256 CHF 99.44% 99.44%
14/11/2024 1.17% 0.90 CHF 0.91 CHF 300,000 100,000 300,000 100,000 256,360 CHF 86,453 CHF 99.44% 99.44%
13/11/2024 1.60% 0.62 CHF 0.63 CHF 300,000 100,000 300,000 100,000 185,877 CHF 62,959 CHF 96.92% 96.92%
12/11/2024 1.46% 0.66 CHF 0.67 CHF 300,000 100,000 300,000 100,000 204,093 CHF 69,031 CHF 96.85% 96.85%
11/11/2024 1.51% 0.65 CHF 0.66 CHF 300,000 100,000 300,000 100,000 197,439 CHF 66,813 CHF 99.47% 99.47%
08/11/2024 1.64% 0.59 CHF 0.60 CHF 300,000 100,000 300,000 100,000 181,662 CHF 61,554 CHF 91.32% 91.32%
07/11/2024 1.66% 0.62 CHF 0.63 CHF 300,000 100,000 300,000 100,000 178,899 CHF 60,633 CHF 98.69% 98.69%

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