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 2.92% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 202,548 CHF 69,516 CHF 98.87% 98.87%
19/11/2024 2.67% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 222,080 CHF 76,027 CHF 99.04% 99.04%
18/11/2024 2.23% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 266,810 CHF 90,937 CHF 98.48% 98.48%
15/11/2024 2.10% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 283,010 CHF 96,337 CHF 99.38% 99.38%
14/11/2024 1.94% 0.57 CHF 0.58 CHF 450,000 150,000 540,450 180,150 274,934 CHF 93,446 CHF 98.34% 98.34%
13/11/2024 2.09% 0.50 CHF 0.51 CHF 600,000 200,000 588,307 196,102 278,034 CHF 94,639 CHF 99.35% 99.35%
12/11/2024 2.13% 0.48 CHF 0.49 CHF 600,000 200,000 599,082 199,694 277,977 CHF 94,656 CHF 99.17% 99.17%
11/11/2024 2.51% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 236,269 CHF 80,756 CHF 98.68% 98.68%
08/11/2024 2.84% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 207,997 CHF 71,332 CHF 94.48% 94.48%
07/11/2024 2.72% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 218,073 CHF 74,691 CHF 97.79% 97.79%

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