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 2.35% 0.40 CHF 0.41 CHF 300,000 100,000 300,000 100,000 126,500 CHF 43,167 CHF 98.86% 98.86%
19/11/2024 2.35% 0.43 CHF 0.44 CHF 300,000 100,000 300,000 100,000 126,154 CHF 43,051 CHF 90.63% 90.63%
18/11/2024 2.17% 0.48 CHF 0.49 CHF 300,000 100,000 300,000 100,000 136,921 CHF 46,640 CHF 95.04% 95.04%
15/11/2024 2.18% 0.45 CHF 0.46 CHF 300,000 100,000 300,000 100,000 136,182 CHF 46,394 CHF 98.36% 98.36%
14/11/2024 2.51% 0.43 CHF 0.44 CHF 300,000 100,000 300,000 100,000 118,725 CHF 40,575 CHF 98.89% 98.89%
13/11/2024 2.67% 0.35 CHF 0.36 CHF 300,000 100,000 300,000 100,000 111,277 CHF 38,093 CHF 96.36% 96.36%
12/11/2024 2.19% 0.41 CHF 0.42 CHF 300,000 100,000 300,000 100,000 135,687 CHF 46,229 CHF 96.15% 96.15%
11/11/2024 2.05% 0.48 CHF 0.49 CHF 300,000 100,000 300,000 100,000 144,742 CHF 49,247 CHF 98.72% 98.72%
08/11/2024 2.12% 0.47 CHF 0.48 CHF 300,000 100,000 300,000 100,000 139,821 CHF 47,607 CHF 98.84% 98.84%
07/11/2024 2.17% 0.47 CHF 0.48 CHF 300,000 100,000 300,000 100,000 137,192 CHF 46,731 CHF 98.17% 98.17%

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