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 3.94% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 149,918 CHF 51,973 CHF 97.64% 97.64%
19/11/2024 3.59% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 164,329 CHF 56,777 CHF 94.86% 94.86%
18/11/2024 3.21% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 184,687 CHF 63,562 CHF 96.27% 96.27%
15/11/2024 3.29% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 180,485 CHF 62,162 CHF 96.42% 96.42%
14/11/2024 3.34% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 176,938 CHF 60,980 CHF 97.06% 97.06%
13/11/2024 3.19% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 185,480 CHF 63,827 CHF 97.83% 97.83%
12/11/2024 2.90% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 204,274 CHF 70,092 CHF 98.39% 98.39%
11/11/2024 2.75% 0.36 CHF 0.37 CHF 600,000 200,000 600,000 200,000 215,094 CHF 73,698 CHF 98.44% 98.44%
08/11/2024 2.47% 0.40 CHF 0.41 CHF 600,000 200,000 600,000 200,000 239,990 CHF 81,997 CHF 96.33% 96.33%
07/11/2024 2.33% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 254,792 CHF 86,931 CHF 98.03% 98.03%

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