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 2.34% 0.41 CHF 0.42 CHF 600,000 200,000 600,000 200,000 253,342 CHF 86,447 CHF 97.64% 97.64%
19/11/2024 2.20% 0.45 CHF 0.46 CHF 600,000 200,000 600,000 200,000 269,384 CHF 91,795 CHF 94.63% 94.63%
18/11/2024 2.05% 0.46 CHF 0.47 CHF 600,000 200,000 600,000 200,000 290,199 CHF 98,733 CHF 96.28% 96.28%
15/11/2024 2.07% 0.53 CHF 0.54 CHF 600,000 200,000 600,000 200,000 287,233 CHF 97,744 CHF 96.42% 96.42%
14/11/2024 2.10% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 282,683 CHF 96,228 CHF 96.94% 96.94%
13/11/2024 2.04% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 291,356 CHF 99,119 CHF 97.82% 97.82%
12/11/2024 1.89% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 313,979 CHF 106,660 CHF 92.64% 92.64%
11/11/2024 1.83% 0.54 CHF 0.55 CHF 600,000 200,000 600,000 200,000 325,537 CHF 110,512 CHF 98.44% 98.44%
08/11/2024 1.70% 0.58 CHF 0.59 CHF 600,000 200,000 600,000 200,000 350,676 CHF 118,892 CHF 96.32% 96.32%
07/11/2024 1.63% 0.58 CHF 0.59 CHF 600,000 200,000 600,000 200,000 365,604 CHF 123,868 CHF 98.05% 98.05%

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