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 3.00% 0.31 CHF 0.32 CHF 250,000 250,000 250,000 250,000 82,284 CHF 84,784 CHF 97.86% 97.86%
19/11/2024 3.25% 0.30 CHF 0.31 CHF 250,000 250,000 250,786 250,786 76,124 CHF 78,632 CHF 99.97% 99.97%
18/11/2024 2.88% 0.35 CHF 0.36 CHF 250,000 250,000 250,000 250,000 85,510 CHF 88,010 CHF 98.77% 98.77%
15/11/2024 2.68% 0.34 CHF 0.35 CHF 250,000 250,000 249,411 249,411 91,884 CHF 94,378 CHF 100.00% 100.00%
14/11/2024 2.48% 0.43 CHF 0.44 CHF 225,000 225,000 238,968 238,969 95,008 CHF 97,399 CHF 98.26% 98.26%
13/11/2024 2.64% 0.38 CHF 0.39 CHF 250,000 250,000 250,000 250,000 93,479 CHF 95,979 CHF 99.60% 99.60%
12/11/2024 2.32% 0.38 CHF 0.39 CHF 250,000 250,000 232,024 232,024 99,059 CHF 101,379 CHF 100.00% 100.00%
11/11/2024 2.02% 0.49 CHF 0.50 CHF 400,000 400,000 400,000 400,000 196,427 CHF 200,427 CHF 100.00% 100.00%
08/11/2024 2.22% 0.44 CHF 0.45 CHF 400,000 400,000 400,000 400,000 178,472 CHF 182,472 CHF 84.81% 84.81%
07/11/2024 1.95% 0.50 CHF 0.51 CHF 400,000 400,000 400,000 400,000 203,515 CHF 207,515 CHF 100.00% 100.00%

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