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 1.84% 0.55 CHF 0.56 CHF 250,000 250,000 132,056 129,402 72,880 CHF 72,734 CHF 99.40% 99.40%
19/11/2024 1.98% 0.53 CHF 0.54 CHF 250,000 250,000 131,712 129,633 71,089 CHF 71,310 CHF 98.61% 98.61%
18/11/2024 1.75% 0.58 CHF 0.59 CHF 250,000 250,000 130,749 129,145 76,638 CHF 77,017 CHF 98.76% 98.76%
15/11/2024 2.47% 0.57 CHF 0.58 CHF 250,000 250,000 131,937 130,374 75,452 CHF 76,282 CHF 96.04% 96.04%
14/11/2024 2.16% 0.59 CHF 0.60 CHF 250,000 250,000 131,077 129,478 79,201 CHF 79,841 CHF 99.08% 99.08%
13/11/2024 1.94% 0.60 CHF 0.61 CHF 250,000 250,000 134,945 134,169 79,274 CHF 80,308 CHF 89.82% 89.82%
12/11/2024 2.07% 0.58 CHF 0.59 CHF 250,000 250,000 132,098 130,446 77,725 CHF 78,262 CHF 95.94% 95.94%
11/11/2024 2.05% 0.58 CHF 0.59 CHF 250,000 250,000 131,963 129,304 73,374 CHF 73,367 CHF 99.28% 99.28%
08/11/2024 2.47% 0.52 CHF 0.53 CHF 250,000 250,000 140,057 129,654 69,501 CHF 65,912 CHF 98.58% 98.58%
07/11/2024 2.15% 0.50 CHF 0.51 CHF 250,000 250,000 133,508 130,530 66,876 CHF 66,785 CHF 97.26% 97.26%

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