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 3.74% 0.22 CHF 0.23 CHF 300,000 100,000 300,000 100,000 79,610 CHF 27,537 CHF 99.37% 99.37%
19/11/2024 3.60% 0.26 CHF 0.27 CHF 300,000 100,000 300,000 100,000 82,108 CHF 28,369 CHF 98.91% 98.91%
18/11/2024 4.09% 0.28 CHF 0.29 CHF 300,000 100,000 300,000 100,000 72,514 CHF 25,171 CHF 97.65% 97.65%
15/11/2024 2.42% 0.35 CHF 0.36 CHF 300,000 100,000 300,000 100,000 123,417 CHF 42,139 CHF 99.37% 99.37%
14/11/2024 1.97% 0.55 CHF 0.56 CHF 300,000 100,000 300,000 100,000 151,259 CHF 51,420 CHF 99.37% 99.37%
13/11/2024 3.65% 0.27 CHF 0.28 CHF 300,000 100,000 300,000 100,000 80,756 CHF 27,919 CHF 96.89% 96.89%
12/11/2024 2.99% 0.31 CHF 0.32 CHF 300,000 100,000 300,000 100,000 99,096 CHF 34,032 CHF 96.83% 96.83%
11/11/2024 3.21% 0.30 CHF 0.31 CHF 300,000 100,000 300,000 100,000 92,301 CHF 31,767 CHF 99.38% 99.38%
08/11/2024 3.90% 0.24 CHF 0.25 CHF 300,000 100,000 300,000 100,000 76,366 CHF 26,455 CHF 91.28% 91.28%
07/11/2024 4.03% 0.26 CHF 0.27 CHF 300,000 100,000 300,000 100,000 73,272 CHF 25,424 CHF 98.70% 98.70%

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