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 2.18% 0.41 CHF 0.42 CHF 300,000 100,000 300,000 100,000 136,354 CHF 46,451 CHF 99.37% 99.37%
19/11/2024 2.14% 0.44 CHF 0.45 CHF 300,000 100,000 300,000 100,000 138,698 CHF 47,233 CHF 98.90% 98.90%
18/11/2024 2.30% 0.47 CHF 0.48 CHF 300,000 100,000 300,000 100,000 129,317 CHF 44,106 CHF 97.64% 97.64%
15/11/2024 1.65% 0.54 CHF 0.55 CHF 300,000 100,000 300,000 100,000 180,383 CHF 61,128 CHF 99.37% 99.37%
14/11/2024 1.43% 0.74 CHF 0.75 CHF 300,000 100,000 300,000 100,000 208,148 CHF 70,383 CHF 99.37% 99.37%
13/11/2024 2.16% 0.46 CHF 0.47 CHF 300,000 100,000 300,000 100,000 137,495 CHF 46,832 CHF 96.90% 96.90%
12/11/2024 1.91% 0.50 CHF 0.51 CHF 300,000 100,000 300,000 100,000 155,877 CHF 52,959 CHF 96.91% 96.91%
11/11/2024 1.99% 0.49 CHF 0.50 CHF 300,000 100,000 300,000 100,000 149,225 CHF 50,742 CHF 99.39% 99.39%
08/11/2024 2.24% 0.43 CHF 0.44 CHF 300,000 100,000 300,000 100,000 133,273 CHF 45,424 CHF 91.28% 91.28%
07/11/2024 2.28% 0.45 CHF 0.46 CHF 300,000 100,000 300,000 100,000 130,347 CHF 44,449 CHF 98.69% 98.69%

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