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 3.33% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 177,285 CHF 61,095 CHF 99.08% 99.08%
19/11/2024 3.30% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 178,683 CHF 61,561 CHF 96.67% 96.67%
18/11/2024 2.90% 0.33 CHF 0.34 CHF 600,000 200,000 600,000 200,000 204,311 CHF 70,104 CHF 97.56% 97.56%
15/11/2024 2.45% 0.32 CHF 0.33 CHF 600,000 200,000 597,575 199,192 245,433 CHF 83,803 CHF 96.23% 96.23%
14/11/2024 2.41% 0.41 CHF 0.42 CHF 600,000 200,000 600,000 200,000 246,491 CHF 84,164 CHF 99.37% 99.37%
13/11/2024 2.12% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 280,589 CHF 95,530 CHF 94.59% 94.59%
12/11/2024 2.12% 0.44 CHF 0.45 CHF 600,000 200,000 600,000 200,000 279,547 CHF 95,182 CHF 99.34% 99.34%
11/11/2024 1.71% 0.55 CHF 0.56 CHF 450,000 150,000 450,000 150,000 261,544 CHF 88,681 CHF 99.33% 99.33%
08/11/2024 1.70% 0.51 CHF 0.52 CHF 600,000 200,000 459,082 153,027 267,208 CHF 90,600 CHF 99.30% 99.30%
07/11/2024 1.47% 0.70 CHF 0.71 CHF 450,000 150,000 450,000 150,000 303,927 CHF 102,809 CHF 98.73% 98.73%

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