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
25/11/2024 1.58% 0.63 CHF 0.64 CHF 500,000 500,000 222,747 222,747 141,959 CHF 144,191 CHF 100.00% 100.00%
22/11/2024 1.54% 0.67 CHF 0.68 CHF 500,000 500,000 222,999 222,999 147,344 CHF 149,579 CHF 100.00% 100.00%
20/11/2024 1.72% 0.59 CHF 0.60 CHF 485,000 485,000 216,789 216,789 127,867 CHF 130,039 CHF 99.90% 99.90%
19/11/2024 1.73% 0.59 CHF 0.60 CHF 490,000 490,000 217,116 217,116 126,528 CHF 128,703 CHF 100.00% 100.00%
18/11/2024 1.80% 0.57 CHF 0.58 CHF 480,000 480,000 212,807 212,807 119,934 CHF 122,066 CHF 99.90% 99.90%
15/11/2024 2.04% 0.58 CHF 0.59 CHF 480,000 480,000 181,598 181,598 100,216 CHF 102,063 CHF 98.20% 98.20%
14/11/2024 1.91% 0.53 CHF 0.54 CHF 465,000 465,000 206,284 206,284 109,171 CHF 111,238 CHF 100.00% 100.00%
13/11/2024 2.06% 0.51 CHF 0.52 CHF 465,000 465,000 202,638 202,638 100,621 CHF 102,651 CHF 100.00% 100.00%
12/11/2024 2.05% 0.51 CHF 0.52 CHF 465,000 465,000 204,981 204,981 101,116 CHF 103,170 CHF 100.00% 100.00%
11/11/2024 3.00% 0.44 CHF 0.45 CHF 445,000 445,000 187,727 187,727 80,554 CHF 82,590 CHF 99.90% 99.90%

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