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 4.11% 0.25 CHF 0.26 CHF 200,000 200,000 219,567 219,567 52,305 CHF 54,500 CHF 99.39% 99.39%
19/11/2024 4.11% 0.23 CHF 0.24 CHF 225,000 225,000 223,573 223,573 53,314 CHF 55,550 CHF 98.92% 98.92%
18/11/2024 4.39% 0.21 CHF 0.22 CHF 250,000 250,000 241,665 241,665 53,780 CHF 56,197 CHF 99.27% 99.27%
15/11/2024 4.29% 0.23 CHF 0.24 CHF 225,000 225,000 229,459 229,459 52,358 CHF 54,653 CHF 99.37% 99.37%
14/11/2024 3.87% 0.24 CHF 0.25 CHF 225,000 225,000 207,044 207,044 52,518 CHF 54,588 CHF 99.38% 99.38%
13/11/2024 3.68% 0.28 CHF 0.29 CHF 200,000 200,000 200,140 200,140 53,510 CHF 55,511 CHF 99.37% 99.37%
12/11/2024 4.32% 0.25 CHF 0.26 CHF 225,000 225,000 238,909 238,909 54,125 CHF 56,514 CHF 99.09% 99.09%
11/11/2024 4.60% 0.21 CHF 0.22 CHF 250,000 250,000 250,000 250,000 53,125 CHF 55,625 CHF 99.24% 99.24%
08/11/2024 4.40% 0.22 CHF 0.23 CHF 250,000 250,000 240,587 240,588 53,509 CHF 55,915 CHF 99.38% 99.38%
07/11/2024 4.25% 0.22 CHF 0.23 CHF 250,000 250,000 231,234 231,234 53,295 CHF 55,607 CHF 99.25% 99.25%

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