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 1.22% 0.84 CHF 0.85 CHF 450,000 150,000 450,000 150,000 367,164 CHF 123,888 CHF 99.38% 99.38%
19/11/2024 1.25% 0.80 CHF 0.81 CHF 450,000 150,000 450,000 150,000 358,114 CHF 120,871 CHF 98.90% 98.90%
18/11/2024 1.36% 0.72 CHF 0.73 CHF 450,000 150,000 450,000 150,000 328,609 CHF 111,036 CHF 97.66% 97.66%
15/11/2024 1.33% 0.74 CHF 0.75 CHF 450,000 150,000 450,000 150,000 335,867 CHF 113,456 CHF 99.37% 99.37%
14/11/2024 1.27% 0.78 CHF 0.79 CHF 450,000 150,000 450,000 150,000 351,736 CHF 118,745 CHF 99.37% 99.37%
13/11/2024 1.26% 0.81 CHF 0.82 CHF 450,000 150,000 450,000 150,000 355,720 CHF 120,073 CHF 96.85% 96.85%
12/11/2024 1.32% 0.80 CHF 0.81 CHF 450,000 150,000 450,000 150,000 340,100 CHF 114,867 CHF 96.79% 96.79%
11/11/2024 1.38% 0.71 CHF 0.72 CHF 450,000 150,000 450,000 150,000 323,100 CHF 109,200 CHF 99.39% 99.39%
08/11/2024 1.27% 0.78 CHF 0.79 CHF 450,000 150,000 450,000 150,000 353,189 CHF 119,230 CHF 91.05% 91.05%
07/11/2024 1.33% 0.79 CHF 0.80 CHF 450,000 150,000 450,000 150,000 337,482 CHF 113,994 CHF 98.69% 98.69%

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