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 4.46% 0.20 CHF 0.21 CHF 375,000 375,000 350,641 350,640 76,809 CHF 80,315 CHF 97.86% 97.86%
19/11/2024 4.81% 0.20 CHF 0.21 CHF 375,000 375,000 384,534 384,534 77,969 CHF 81,814 CHF 98.91% 98.91%
18/11/2024 4.24% 0.24 CHF 0.25 CHF 325,000 325,000 344,466 344,466 79,622 CHF 83,067 CHF 98.77% 98.77%
15/11/2024 3.91% 0.24 CHF 0.25 CHF 350,000 350,000 321,416 321,416 80,582 CHF 83,796 CHF 100.00% 100.00%
14/11/2024 3.58% 0.30 CHF 0.31 CHF 300,000 300,000 306,746 306,746 84,337 CHF 87,404 CHF 98.26% 98.26%
13/11/2024 3.81% 0.26 CHF 0.27 CHF 325,000 325,000 320,520 320,518 82,513 CHF 85,717 CHF 99.60% 99.60%
12/11/2024 3.29% 0.27 CHF 0.28 CHF 300,000 300,000 287,260 287,259 85,907 CHF 88,779 CHF 100.00% 100.00%
11/11/2024 2.79% 0.35 CHF 0.36 CHF 450,000 450,000 451,074 451,074 159,154 CHF 163,665 CHF 100.00% 100.00%
08/11/2024 3.11% 0.31 CHF 0.32 CHF 500,000 500,000 491,082 491,080 155,735 CHF 160,645 CHF 84.81% 84.81%
07/11/2024 2.65% 0.36 CHF 0.37 CHF 450,000 450,000 454,789 454,788 169,242 CHF 173,789 CHF 100.00% 100.00%

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