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 1.67% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 267,965 CHF 90,822 CHF 3.32% 98.93%
19/11/2024 1.68% 0.64 CHF 0.60 CHF 450,000 150,000 450,000 150,000 265,500 CHF 90,000 CHF 0.40% 99.25%
18/11/2024 - 0.71 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 98.73%
15/11/2024 - 0.75 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 99.41%
14/11/2024 - 0.85 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 98.47%
13/11/2024 - 0.78 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 99.38%
12/11/2024 - 0.76 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 99.17%
11/11/2024 - 0.71 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 98.68%
08/11/2024 1.62% 0.62 CHF 0.63 CHF 450,000 150,000 450,000 150,000 276,226 CHF 93,576 CHF 93.11% 93.11%
07/11/2024 1.58% 0.64 CHF 0.65 CHF 600,000 200,000 600,000 200,000 377,853 CHF 127,951 CHF 97.78% 97.78%

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