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
13/11/2024 5.80% 0.16 CHF 0.17 CHF 350,000 350,000 312,902 312,902 52,408 CHF 55,537 CHF 99.37% 99.37%
12/11/2024 4.73% 0.19 CHF 0.20 CHF 275,000 275,000 256,818 256,818 53,061 CHF 55,629 CHF 99.04% 99.04%
11/11/2024 4.57% 0.21 CHF 0.22 CHF 250,000 250,000 249,458 249,458 53,364 CHF 55,859 CHF 99.28% 99.28%
08/11/2024 3.87% 0.25 CHF 0.26 CHF 200,000 200,000 205,044 205,044 51,889 CHF 53,939 CHF 99.38% 99.38%
07/11/2024 2.32% 0.38 CHF 0.39 CHF 125,000 125,000 127,933 127,933 54,637 CHF 55,917 CHF 99.26% 99.26%
06/11/2024 2.81% 0.33 CHF 0.34 CHF 175,000 175,000 155,984 155,984 54,730 CHF 56,290 CHF 99.37% 99.37%
05/11/2024 3.07% 0.34 CHF 0.35 CHF 150,000 150,000 170,003 170,003 54,577 CHF 56,277 CHF 99.38% 99.38%
04/11/2024 3.20% 0.31 CHF 0.32 CHF 175,000 175,000 175,000 175,000 53,916 CHF 55,666 CHF 99.21% 99.21%
01/11/2024 3.18% 0.30 CHF 0.31 CHF 175,000 175,000 173,811 173,811 53,783 CHF 55,521 CHF 97.85% 97.85%
31/10/2024 3.05% 0.32 CHF 0.33 CHF 175,000 175,000 168,319 168,319 54,345 CHF 56,028 CHF 99.39% 99.39%

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