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 4.46% 0.23 CHF 0.24 CHF 225,000 225,000 244,083 244,083 53,546 CHF 55,987 CHF 99.80% 99.80%
19/11/2024 4.37% 0.22 CHF 0.23 CHF 250,000 250,000 238,296 238,296 53,348 CHF 55,731 CHF 99.71% 99.71%
18/11/2024 4.77% 0.21 CHF 0.22 CHF 250,000 250,000 250,000 250,000 51,154 CHF 53,654 CHF 99.70% 99.70%
15/11/2024 5.02% 0.20 CHF 0.21 CHF 250,000 250,000 266,305 266,305 51,725 CHF 54,388 CHF 99.81% 99.81%
14/11/2024 4.79% 0.20 CHF 0.21 CHF 275,000 275,000 252,580 252,580 51,465 CHF 53,990 CHF 99.80% 99.80%
13/11/2024 4.78% 0.22 CHF 0.23 CHF 250,000 250,000 250,000 250,000 51,143 CHF 53,643 CHF 99.80% 99.80%
12/11/2024 4.61% 0.21 CHF 0.22 CHF 250,000 250,000 250,000 250,000 52,987 CHF 55,487 CHF 99.49% 99.49%
11/11/2024 4.83% 0.21 CHF 0.22 CHF 250,000 250,000 253,285 253,284 51,249 CHF 53,782 CHF 99.71% 99.71%
08/11/2024 5.04% 0.20 CHF 0.21 CHF 275,000 275,000 266,818 266,818 51,585 CHF 54,253 CHF 99.81% 99.81%
07/11/2024 5.41% 0.18 CHF 0.19 CHF 300,000 300,000 298,156 298,156 53,656 CHF 56,637 CHF 95.67% 95.67%

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