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 3.09% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 191,130 CHF 65,710 CHF 99.37% 99.37%
19/11/2024 3.32% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 178,078 CHF 61,359 CHF 99.07% 99.07%
18/11/2024 3.24% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 182,522 CHF 62,841 CHF 97.25% 97.25%
15/11/2024 3.40% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 173,346 CHF 59,782 CHF 99.38% 99.38%
14/11/2024 3.60% 0.27 CHF 0.28 CHF 600,000 200,000 600,000 200,000 163,642 CHF 56,547 CHF 99.37% 99.37%
13/11/2024 3.17% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 186,349 CHF 64,116 CHF 96.89% 96.89%
12/11/2024 3.20% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 184,795 CHF 63,598 CHF 96.85% 96.85%
11/11/2024 3.37% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 175,243 CHF 60,414 CHF 98.72% 98.72%
08/11/2024 3.36% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 175,745 CHF 60,582 CHF 93.14% 93.14%
07/11/2024 3.42% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 172,934 CHF 59,645 CHF 98.69% 98.69%

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