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
22/11/2024 - 0.54 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 79.28%
20/11/2024 1.99% 0.49 CHF 0.50 CHF 450,000 150,000 450,000 150,000 224,444 CHF 76,315 CHF 8.72% 88.22%
19/11/2024 2.04% 0.54 CHF 0.50 CHF 450,000 150,000 450,000 150,000 217,969 CHF 74,156 CHF 6.00% 85.70%
18/11/2024 2.08% 0.53 CHF 0.52 CHF 450,000 150,000 450,000 150,000 214,100 CHF 72,867 CHF 79.35% 97.57%
15/11/2024 2.04% 0.47 CHF 0.48 CHF 450,000 150,000 450,000 150,000 218,337 CHF 74,279 CHF 81.09% 95.51%
14/11/2024 2.12% 0.50 CHF 0.49 CHF 450,000 150,000 450,000 150,000 209,752 CHF 71,417 CHF 82.60% 99.24%
13/11/2024 2.22% 0.46 CHF 0.47 CHF 450,000 150,000 450,000 150,000 200,888 CHF 68,463 CHF 99.22% 99.22%
12/11/2024 2.19% 0.47 CHF 0.48 CHF 450,000 150,000 450,000 150,000 203,681 CHF 69,394 CHF 97.71% 97.71%
11/11/2024 2.07% 0.44 CHF 0.45 CHF 450,000 150,000 450,000 150,000 215,456 CHF 73,319 CHF 88.97% 99.20%
08/11/2024 1.94% 0.50 CHF 0.51 CHF 450,000 150,000 450,000 150,000 229,349 CHF 77,950 CHF 97.52% 97.52%

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