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 3.71% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 52,934 CHF 54,934 CHF 99.38% 99.38%
19/11/2024 3.72% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 52,836 CHF 54,836 CHF 99.26% 99.26%
18/11/2024 3.96% 0.25 CHF 0.26 CHF 200,000 200,000 206,827 206,827 51,117 CHF 53,185 CHF 99.27% 99.27%
15/11/2024 4.06% 0.24 CHF 0.25 CHF 225,000 225,000 218,559 218,559 52,753 CHF 54,938 CHF 99.38% 99.38%
14/11/2024 3.87% 0.25 CHF 0.26 CHF 200,000 200,000 200,823 200,823 50,883 CHF 52,892 CHF 99.35% 99.35%
13/11/2024 3.95% 0.26 CHF 0.27 CHF 200,000 200,000 209,858 209,858 52,020 CHF 54,119 CHF 99.36% 99.36%
12/11/2024 4.29% 0.24 CHF 0.25 CHF 225,000 225,000 231,426 231,426 52,796 CHF 55,110 CHF 99.06% 99.06%
11/11/2024 4.80% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 50,910 CHF 53,410 CHF 99.27% 99.27%
08/11/2024 4.77% 0.22 CHF 0.23 CHF 250,000 250,000 255,191 255,191 52,216 CHF 54,768 CHF 99.39% 99.39%
07/11/2024 5.25% 0.18 CHF 0.19 CHF 300,000 300,000 283,412 283,412 52,546 CHF 55,380 CHF 99.27% 99.27%

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