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 4.05% 0.24 CHF 0.25 CHF 225,000 225,000 217,206 217,206 52,563 CHF 54,735 CHF 99.80% 99.80%
19/11/2024 4.51% 0.22 CHF 0.23 CHF 250,000 250,000 247,654 247,654 53,659 CHF 56,136 CHF 99.70% 99.70%
18/11/2024 4.16% 0.24 CHF 0.25 CHF 225,000 225,000 224,337 224,337 52,887 CHF 55,131 CHF 99.69% 99.69%
15/11/2024 3.67% 0.25 CHF 0.26 CHF 200,000 200,000 199,811 199,811 53,491 CHF 55,489 CHF 99.80% 99.80%
14/11/2024 3.47% 0.29 CHF 0.30 CHF 175,000 175,000 189,640 189,640 53,691 CHF 55,587 CHF 99.80% 99.80%
13/11/2024 3.61% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 54,409 CHF 56,409 CHF 99.80% 99.80%
12/11/2024 3.27% 0.28 CHF 0.29 CHF 200,000 200,000 178,380 178,379 53,592 CHF 55,376 CHF 99.50% 99.50%
11/11/2024 3.06% 0.32 CHF 0.33 CHF 175,000 175,000 175,000 175,000 56,260 CHF 58,010 CHF 99.70% 99.70%
08/11/2024 3.24% 0.30 CHF 0.31 CHF 175,000 175,000 175,000 175,000 53,088 CHF 54,838 CHF 99.81% 99.81%
07/11/2024 3.00% 0.33 CHF 0.34 CHF 175,000 175,000 170,384 170,384 55,832 CHF 57,536 CHF 95.69% 95.69%

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