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 3.63% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 54,116 CHF 56,116 CHF 99.38% 99.38%
19/11/2024 3.87% 0.26 CHF 0.27 CHF 200,000 200,000 200,403 200,403 50,843 CHF 52,847 CHF 99.25% 99.25%
18/11/2024 4.09% 0.24 CHF 0.25 CHF 225,000 225,000 225,000 225,000 53,894 CHF 56,144 CHF 99.30% 99.30%
15/11/2024 4.08% 0.24 CHF 0.25 CHF 225,000 225,000 225,000 225,000 54,000 CHF 56,250 CHF 99.39% 99.39%
14/11/2024 4.03% 0.24 CHF 0.25 CHF 225,000 225,000 217,833 217,833 52,871 CHF 55,049 CHF 99.36% 99.36%
13/11/2024 4.04% 0.25 CHF 0.26 CHF 200,000 200,000 218,790 218,790 53,029 CHF 55,217 CHF 99.37% 99.37%
12/11/2024 4.38% 0.24 CHF 0.25 CHF 225,000 225,000 241,402 241,402 53,920 CHF 56,334 CHF 99.07% 99.07%
11/11/2024 4.31% 0.23 CHF 0.24 CHF 225,000 225,000 232,432 232,432 52,772 CHF 55,096 CHF 99.24% 99.24%
08/11/2024 4.28% 0.22 CHF 0.23 CHF 225,000 225,000 228,841 228,841 52,254 CHF 54,543 CHF 99.38% 99.38%
07/11/2024 4.44% 0.21 CHF 0.22 CHF 250,000 250,000 245,761 245,761 54,062 CHF 56,520 CHF 99.28% 99.28%

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