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 2.70% 0.38 CHF 0.39 CHF 300,000 300,000 300,000 300,000 109,601 CHF 112,601 CHF 100.00% 100.00%
19/11/2024 2.66% 0.37 CHF 0.38 CHF 300,000 300,000 300,000 300,000 111,270 CHF 114,270 CHF 99.85% 99.85%
18/11/2024 2.89% 0.35 CHF 0.36 CHF 300,000 300,000 297,070 297,070 101,247 CHF 104,217 CHF 100.00% 100.00%
15/11/2024 3.12% 0.33 CHF 0.34 CHF 290,000 290,000 290,584 290,584 91,886 CHF 94,792 CHF 100.00% 100.00%
14/11/2024 3.64% 0.26 CHF 0.27 CHF 290,000 290,000 290,000 290,000 78,213 CHF 81,113 CHF 100.00% 100.00%
13/11/2024 4.04% 0.25 CHF 0.26 CHF 290,000 290,000 284,459 284,459 69,232 CHF 72,077 CHF 100.00% 100.00%
12/11/2024 3.93% 0.26 CHF 0.27 CHF 290,000 290,000 285,345 285,345 71,207 CHF 74,061 CHF 99.86% 99.86%
11/11/2024 4.43% 0.22 CHF 0.23 CHF 280,000 280,000 280,000 280,000 61,854 CHF 64,654 CHF 100.00% 100.00%
08/11/2024 4.04% 0.25 CHF 0.26 CHF 290,000 290,000 283,996 283,996 68,978 CHF 71,818 CHF 98.88% 98.88%
07/11/2024 4.42% 0.22 CHF 0.23 CHF 280,000 280,000 280,000 280,000 62,080 CHF 64,880 CHF 100.00% 100.00%

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