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 3.96% 0.23 CHF 0.24 CHF 600,000 200,000 600,000 200,000 148,963 CHF 51,654 CHF 98.29% 98.29%
19/11/2024 4.26% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 138,050 CHF 48,017 CHF 98.64% 98.64%
18/11/2024 3.50% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 168,554 CHF 58,185 CHF 98.80% 98.80%
15/11/2024 3.45% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 171,355 CHF 59,118 CHF 98.32% 98.32%
14/11/2024 4.09% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 143,853 CHF 49,951 CHF 97.76% 97.76%
13/11/2024 3.90% 0.23 CHF 0.24 CHF 600,000 200,000 600,000 200,000 151,565 CHF 52,522 CHF 98.87% 98.87%
12/11/2024 3.44% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 171,991 CHF 59,330 CHF 98.11% 98.11%
11/11/2024 2.50% 0.37 CHF 0.38 CHF 600,000 200,000 493,056 164,352 194,368 CHF 66,433 CHF 98.93% 98.93%
08/11/2024 2.83% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 209,453 CHF 71,818 CHF 97.65% 97.65%
07/11/2024 2.16% 0.49 CHF 0.50 CHF 450,000 150,000 553,025 184,342 252,414 CHF 85,981 CHF 98.12% 98.12%

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