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 3.57% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 55,040 CHF 57,040 CHF 99.81% 99.81%
19/11/2024 3.76% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 52,237 CHF 54,237 CHF 99.71% 99.71%
18/11/2024 3.43% 0.28 CHF 0.29 CHF 200,000 200,000 184,872 184,872 52,993 CHF 54,842 CHF 99.71% 99.71%
15/11/2024 3.33% 0.30 CHF 0.31 CHF 175,000 175,000 175,000 175,000 51,629 CHF 53,379 CHF 99.81% 99.81%
14/11/2024 3.18% 0.30 CHF 0.31 CHF 175,000 175,000 175,669 175,669 54,378 CHF 56,135 CHF 99.80% 99.80%
13/11/2024 3.73% 0.27 CHF 0.28 CHF 200,000 200,000 200,000 200,000 52,691 CHF 54,691 CHF 99.81% 99.81%
12/11/2024 3.78% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 51,957 CHF 53,957 CHF 99.50% 99.50%
11/11/2024 4.09% 0.25 CHF 0.26 CHF 200,000 200,000 219,389 219,390 52,495 CHF 54,689 CHF 99.71% 99.71%
08/11/2024 4.91% 0.21 CHF 0.22 CHF 250,000 250,000 257,062 257,062 51,047 CHF 53,617 CHF 99.80% 99.80%
07/11/2024 4.49% 0.20 CHF 0.21 CHF 250,000 250,000 241,159 241,158 52,541 CHF 54,952 CHF 95.67% 95.67%

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