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 3.20% 0.29 CHF 0.30 CHF 1,500,000 250,000 1,500,000 250,000 462,238 CHF 79,540 CHF 99.38% 99.38%
19/11/2024 4.24% 0.25 CHF 0.26 CHF 1,500,000 250,000 1,500,000 250,403 347,182 CHF 60,449 CHF 99.37% 99.37%
18/11/2024 3.15% 0.29 CHF 0.30 CHF 1,500,000 250,000 1,500,000 249,823 469,987 CHF 80,767 CHF 99.26% 99.26%
15/11/2024 3.02% 0.34 CHF 0.35 CHF 1,500,000 250,000 1,500,000 249,279 489,630 CHF 83,846 CHF 99.38% 99.38%
14/11/2024 3.04% 0.33 CHF 0.34 CHF 1,500,000 250,000 1,500,000 250,000 486,233 CHF 83,539 CHF 99.37% 99.37%
13/11/2024 3.18% 0.32 CHF 0.33 CHF 1,500,000 250,000 1,500,000 250,000 464,121 CHF 79,854 CHF 99.37% 99.37%
12/11/2024 2.79% 0.33 CHF 0.34 CHF 1,500,000 250,000 1,500,000 242,295 529,883 CHF 87,883 CHF 99.38% 99.38%
11/11/2024 2.36% 0.42 CHF 0.43 CHF 1,500,000 200,000 1,500,000 200,000 629,192 CHF 85,892 CHF 99.37% 99.37%
08/11/2024 2.43% 0.41 CHF 0.42 CHF 1,500,000 200,000 1,500,000 200,000 609,299 CHF 83,240 CHF 99.37% 99.37%
07/11/2024 2.19% 0.45 CHF 0.46 CHF 1,500,000 200,000 1,500,000 200,000 678,843 CHF 92,512 CHF 98.37% 98.37%

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