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 3.02% 0.36 CHF 0.37 CHF 305,000 305,000 299,940 299,940 97,980 CHF 100,980 CHF 99.88% 99.88%
19/11/2024 2.96% 0.34 CHF 0.35 CHF 300,000 300,000 300,108 300,108 100,488 CHF 103,489 CHF 98.74% 98.74%
18/11/2024 4.88% 0.23 CHF 0.24 CHF 290,000 290,000 288,155 288,155 57,912 CHF 60,794 CHF 100.00% 100.00%
15/11/2024 6.00% 0.17 CHF 0.18 CHF 285,000 285,000 283,482 283,482 46,028 CHF 48,863 CHF 100.00% 100.00%
14/11/2024 9.79% 0.16 CHF 0.17 CHF 285,000 285,000 278,061 278,061 31,032 CHF 33,812 CHF 99.39% 99.39%
13/11/2024 3.10% 0.32 CHF 0.33 CHF 300,000 300,000 297,574 297,574 94,798 CHF 97,774 CHF 99.61% 99.61%
12/11/2024 3.55% 0.33 CHF 0.34 CHF 300,000 300,000 296,163 296,163 82,541 CHF 85,502 CHF 30.14% 99.24%
11/11/2024 - 0.19 CHF 0.24 CHF 285,000 58,000 0 0 0 CHF 0 CHF 0.00% 100.00%
08/11/2024 4.57% 0.24 CHF 0.25 CHF 290,000 290,000 287,719 287,719 62,118 CHF 64,995 CHF 98.00% 98.97%
07/11/2024 5.17% 0.16 CHF 0.17 CHF 280,000 280,000 283,393 283,393 54,056 CHF 56,890 CHF 99.95% 99.99%

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