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 1.43% 0.71 CHF 0.72 CHF 500,000 100,000 500,000 100,000 348,172 CHF 70,634 CHF 99.27% 99.27%
19/11/2024 1.35% 0.73 CHF 0.74 CHF 500,000 100,000 500,000 100,000 368,235 CHF 74,647 CHF 99.27% 99.27%
18/11/2024 1.40% 0.71 CHF 0.72 CHF 500,000 100,000 500,000 100,000 355,901 CHF 72,180 CHF 99.27% 99.27%
15/11/2024 1.35% 0.74 CHF 0.75 CHF 500,000 100,000 500,000 100,000 368,999 CHF 74,800 CHF 99.27% 99.27%
14/11/2024 1.32% 0.74 CHF 0.75 CHF 500,000 100,000 500,000 100,000 375,461 CHF 76,092 CHF 99.27% 99.27%
13/11/2024 1.32% 0.76 CHF 0.77 CHF 500,000 100,000 500,000 100,000 377,505 CHF 76,501 CHF 99.27% 99.27%
12/11/2024 1.36% 0.77 CHF 0.78 CHF 500,000 100,000 500,000 100,000 364,090 CHF 73,818 CHF 99.25% 99.25%
11/11/2024 1.56% 0.66 CHF 0.67 CHF 500,000 100,000 500,000 100,000 318,719 CHF 64,744 CHF 99.27% 99.27%
08/11/2024 1.53% 0.65 CHF 0.66 CHF 500,000 100,000 500,000 100,000 323,388 CHF 65,678 CHF 99.26% 99.26%
07/11/2024 1.44% 0.69 CHF 0.70 CHF 500,000 100,000 500,000 100,000 345,000 CHF 70,000 CHF 1.12% 1.12%

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