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 3.01% 0.33 CHF 0.34 CHF 450,000 150,000 450,000 150,000 147,085 CHF 50,528 CHF 3.96% 99.38%
19/11/2024 2.99% 0.34 CHF 0.34 CHF 450,000 150,000 450,000 150,000 148,151 CHF 50,884 CHF 14.83% 96.66%
18/11/2024 2.67% 0.37 CHF 0.38 CHF 450,000 150,000 450,000 150,000 166,500 CHF 57,000 CHF 0.34% 97.66%
15/11/2024 2.67% 0.37 CHF 0.38 CHF 450,000 150,000 450,000 150,000 166,500 CHF 57,000 CHF 0.05% 96.50%
14/11/2024 - 0.45 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 99.33%
13/11/2024 - 0.42 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 99.07%
12/11/2024 - 0.46 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 99.26%
11/11/2024 - 0.47 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 99.36%
08/11/2024 - 0.45 CHF - CHF 450,000 0 0 0 0 CHF 0 CHF 0.00% 99.35%
07/11/2024 2.48% 0.40 CHF 0.41 CHF 450,000 150,000 450,000 150,000 179,059 CHF 61,186 CHF 83.89% 98.74%

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