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
25/11/2024 1.43% 0.69 CHF 0.70 CHF 280,000 280,000 150,703 150,703 106,071 CHF 107,581 CHF 87.59% 87.59%
22/11/2024 1.53% 0.67 CHF 0.68 CHF 280,000 280,000 152,147 152,147 100,960 CHF 102,485 CHF 86.42% 86.42%
20/11/2024 1.45% 0.65 CHF 0.66 CHF 280,000 280,000 152,876 152,876 105,557 CHF 107,089 CHF 99.90% 99.90%
19/11/2024 1.52% 0.66 CHF 0.67 CHF 280,000 280,000 152,429 152,429 101,119 CHF 102,646 CHF 100.00% 100.00%
18/11/2024 1.48% 0.70 CHF 0.71 CHF 280,000 280,000 151,357 151,357 103,876 CHF 105,393 CHF 98.48% 98.48%
15/11/2024 1.36% 0.69 CHF 0.70 CHF 280,000 280,000 151,818 151,818 111,873 CHF 113,394 CHF 82.12% 82.12%
14/11/2024 1.33% 0.77 CHF 0.78 CHF 270,000 270,000 149,637 149,637 115,406 CHF 116,908 CHF 99.15% 99.15%
13/11/2024 1.40% 0.73 CHF 0.74 CHF 280,000 280,000 151,151 151,151 110,015 CHF 111,533 CHF 100.00% 100.00%
12/11/2024 1.46% 0.72 CHF 0.73 CHF 280,000 280,000 151,224 151,224 106,404 CHF 107,922 CHF 99.81% 99.81%
11/11/2024 1.39% 0.70 CHF 0.71 CHF 280,000 280,000 151,156 151,156 111,062 CHF 112,580 CHF 100.00% 100.00%

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