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 2.44% 0.39 CHF 0.40 CHF 300,000 300,000 300,000 300,000 121,724 CHF 124,724 CHF 100.00% 100.00%
19/11/2024 2.46% 0.40 CHF 0.41 CHF 300,000 300,000 300,000 300,000 120,311 CHF 123,311 CHF 99.90% 99.90%
18/11/2024 2.29% 0.42 CHF 0.43 CHF 300,000 300,000 297,071 297,071 128,427 CHF 131,398 CHF 100.00% 100.00%
15/11/2024 2.16% 0.45 CHF 0.46 CHF 290,000 290,000 290,585 290,585 133,209 CHF 136,115 CHF 100.00% 100.00%
14/11/2024 1.96% 0.52 CHF 0.53 CHF 290,000 290,000 290,000 290,000 146,579 CHF 149,479 CHF 100.00% 100.00%
13/11/2024 1.86% 0.52 CHF 0.53 CHF 290,000 290,000 284,460 284,460 151,535 CHF 154,380 CHF 100.00% 100.00%
12/11/2024 1.88% 0.52 CHF 0.53 CHF 290,000 290,000 285,345 285,345 150,548 CHF 153,402 CHF 99.87% 99.87%
11/11/2024 1.77% 0.56 CHF 0.57 CHF 280,000 280,000 280,000 280,000 156,408 CHF 159,208 CHF 100.00% 100.00%
08/11/2024 1.85% 0.53 CHF 0.54 CHF 290,000 290,000 283,999 283,999 152,530 CHF 155,370 CHF 98.95% 98.95%
07/11/2024 1.77% 0.56 CHF 0.57 CHF 280,000 280,000 280,000 280,000 156,575 CHF 159,375 CHF 100.00% 100.00%

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