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 2.82% 0.36 CHF 0.37 CHF 200,000 200,000 200,000 200,000 70,007 CHF 72,007 CHF 99.81% 99.81%
19/11/2024 2.46% 0.39 CHF 0.40 CHF 200,000 200,000 200,000 200,000 80,393 CHF 82,393 CHF 99.72% 99.72%
18/11/2024 2.67% 0.37 CHF 0.38 CHF 200,000 200,000 200,000 200,000 73,963 CHF 75,963 CHF 99.71% 99.71%
15/11/2024 3.00% 0.35 CHF 0.36 CHF 200,000 200,000 200,000 200,000 65,697 CHF 67,697 CHF 99.81% 99.81%
14/11/2024 3.15% 0.30 CHF 0.31 CHF 200,000 200,000 200,000 200,000 62,651 CHF 64,651 CHF 99.81% 99.81%
13/11/2024 2.97% 0.34 CHF 0.35 CHF 200,000 200,000 200,000 200,000 66,487 CHF 68,487 CHF 99.81% 99.81%
12/11/2024 3.41% 0.33 CHF 0.34 CHF 200,000 200,000 200,000 200,000 57,823 CHF 59,823 CHF 99.50% 99.50%
11/11/2024 3.84% 0.25 CHF 0.26 CHF 200,000 200,000 200,000 200,000 51,061 CHF 53,061 CHF 99.72% 99.72%
08/11/2024 3.35% 0.29 CHF 0.30 CHF 200,000 200,000 200,000 200,000 58,791 CHF 60,791 CHF 99.81% 99.81%
07/11/2024 3.67% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 53,594 CHF 55,594 CHF 95.70% 95.70%

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