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 3.22% 0.31 CHF 0.32 CHF 175,000 175,000 174,328 174,328 53,332 CHF 55,076 CHF 99.39% 99.39%
19/11/2024 2.86% 0.35 CHF 0.36 CHF 150,000 150,000 153,313 153,313 52,920 CHF 54,454 CHF 98.57% 98.57%
18/11/2024 3.16% 0.32 CHF 0.33 CHF 175,000 175,000 175,000 175,000 54,582 CHF 56,332 CHF 99.29% 99.29%
15/11/2024 3.34% 0.29 CHF 0.30 CHF 175,000 175,000 175,776 175,776 51,755 CHF 53,512 CHF 99.39% 99.39%
14/11/2024 3.24% 0.30 CHF 0.31 CHF 175,000 175,000 175,000 175,000 53,090 CHF 54,840 CHF 99.37% 99.37%
13/11/2024 3.05% 0.32 CHF 0.33 CHF 175,000 175,000 175,000 175,000 56,439 CHF 58,189 CHF 99.37% 99.37%
12/11/2024 2.99% 0.33 CHF 0.34 CHF 175,000 175,000 171,142 171,142 56,298 CHF 58,010 CHF 99.09% 99.09%
11/11/2024 3.02% 0.34 CHF 0.35 CHF 175,000 175,000 175,000 175,000 57,076 CHF 58,826 CHF 99.23% 99.23%
08/11/2024 3.11% 0.31 CHF 0.32 CHF 175,000 175,000 174,283 174,283 55,181 CHF 56,924 CHF 99.38% 99.38%
07/11/2024 2.76% 0.37 CHF 0.38 CHF 150,000 150,000 151,920 151,920 54,183 CHF 55,702 CHF 99.26% 99.26%

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