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 3.75% 0.23 CHF 0.24 CHF 450,000 150,000 331,830 110,610 86,374 CHF 29,898 CHF 99.32% 99.32%
19/11/2024 4.51% 0.22 CHF 0.23 CHF 450,000 150,000 450,000 150,000 97,571 CHF 34,024 CHF 96.68% 96.68%
18/11/2024 4.40% 0.24 CHF 0.25 CHF 450,000 150,000 450,000 150,000 100,013 CHF 34,838 CHF 97.56% 97.56%
15/11/2024 3.76% 0.22 CHF 0.23 CHF 450,000 150,000 432,548 144,183 113,079 CHF 39,135 CHF 96.33% 96.33%
14/11/2024 3.24% 0.28 CHF 0.29 CHF 300,000 100,000 300,934 100,311 91,455 CHF 31,488 CHF 99.33% 99.33%
13/11/2024 3.11% 0.31 CHF 0.32 CHF 300,000 100,000 300,123 100,041 95,094 CHF 32,698 CHF 98.75% 98.75%
12/11/2024 2.90% 0.34 CHF 0.35 CHF 300,000 100,000 300,000 100,000 102,088 CHF 35,029 CHF 99.37% 99.37%
11/11/2024 2.64% 0.35 CHF 0.36 CHF 300,000 100,000 300,000 100,000 112,119 CHF 38,373 CHF 99.33% 99.33%
08/11/2024 2.66% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 111,455 CHF 38,152 CHF 99.30% 99.30%
07/11/2024 2.59% 0.37 CHF 0.38 CHF 300,000 100,000 300,000 100,000 114,454 CHF 39,151 CHF 98.65% 98.65%

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