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 1.62% 0.65 CHF 0.66 CHF 270,000 270,000 119,965 119,965 75,445 CHF 76,650 CHF 99.21% 99.21%
19/11/2024 1.61% 0.61 CHF 0.62 CHF 270,000 270,000 119,875 119,875 75,395 CHF 76,599 CHF 98.86% 98.86%
18/11/2024 1.51% 0.66 CHF 0.67 CHF 270,000 270,000 116,243 116,243 78,795 CHF 79,962 CHF 98.87% 98.87%
15/11/2024 1.80% 0.66 CHF 0.67 CHF 270,000 270,000 89,995 89,995 55,027 CHF 55,933 CHF 97.99% 97.99%
14/11/2024 3.98% 0.60 CHF 0.61 CHF 280,000 280,000 114,845 114,845 65,565 CHF 67,008 CHF 58.84% 87.69%
13/11/2024 2.60% 0.40 CHF 0.41 CHF 310,000 310,000 139,662 139,662 54,601 CHF 56,003 CHF 99.60% 99.60%
12/11/2024 2.70% 0.37 CHF 0.38 CHF 320,000 320,000 139,715 139,715 52,778 CHF 54,182 CHF 100.00% 100.00%
11/11/2024 2.83% 0.37 CHF 0.38 CHF 320,000 320,000 141,571 141,571 51,482 CHF 52,904 CHF 99.90% 99.90%
08/11/2024 2.96% 0.34 CHF 0.35 CHF 330,000 330,000 148,988 148,988 50,633 CHF 52,128 CHF 99.57% 99.57%
07/11/2024 2.90% 0.35 CHF 0.36 CHF 330,000 330,000 149,025 149,025 52,157 CHF 53,654 CHF 99.86% 99.86%

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