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 5.61% 0.22 CHF 0.23 CHF 600,000 200,000 714,004 238,001 123,927 CHF 43,689 CHF 97.98% 97.98%
19/11/2024 4.75% 0.21 CHF 0.22 CHF 600,000 200,000 617,767 205,922 128,511 CHF 44,896 CHF 96.48% 96.48%
18/11/2024 5.89% 0.15 CHF 0.16 CHF 750,000 250,000 748,415 249,472 123,839 CHF 43,775 CHF 96.85% 96.85%
15/11/2024 6.75% 0.16 CHF 0.17 CHF 750,000 250,000 826,010 275,337 118,195 CHF 42,152 CHF 96.04% 96.04%
14/11/2024 6.65% 0.13 CHF 0.14 CHF 900,000 300,000 810,509 270,170 117,978 CHF 42,028 CHF 98.70% 98.70%
13/11/2024 4.31% 0.23 CHF 0.24 CHF 600,000 200,000 599,810 199,937 137,390 CHF 47,796 CHF 98.98% 98.98%
12/11/2024 6.18% 0.22 CHF 0.23 CHF 600,000 200,000 755,642 251,881 118,757 CHF 42,105 CHF 98.56% 98.56%
11/11/2024 8.35% 0.12 CHF 0.13 CHF 900,000 300,000 976,314 376,314 112,147 CHF 46,899 CHF 97.86% 97.86%
08/11/2024 6.24% 0.17 CHF 0.18 CHF 750,000 250,000 790,268 263,423 123,077 CHF 43,660 CHF 98.78% 98.78%
07/11/2024 6.30% 0.13 CHF 0.14 CHF 900,000 300,000 867,829 292,314 134,482 CHF 48,115 CHF 98.23% 98.23%

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