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
22/11/2024 2.91% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 203,565 CHF 69,855 CHF 99.27% 99.27%
20/11/2024 3.03% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 195,325 CHF 67,108 CHF 99.26% 99.26%
19/11/2024 3.06% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 193,124 CHF 66,375 CHF 85.67% 85.67%
18/11/2024 3.20% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 184,779 CHF 63,593 CHF 97.55% 97.55%
15/11/2024 3.21% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 183,756 CHF 63,252 CHF 95.66% 95.66%
14/11/2024 3.34% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 176,546 CHF 60,849 CHF 99.23% 99.23%
13/11/2024 3.52% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 167,707 CHF 57,903 CHF 99.27% 99.27%
12/11/2024 3.47% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 169,959 CHF 58,653 CHF 97.72% 97.72%
11/11/2024 3.28% 0.27 CHF 0.28 CHF 600,000 200,000 600,000 200,000 180,587 CHF 62,196 CHF 99.17% 99.17%
08/11/2024 3.07% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 192,348 CHF 66,116 CHF 97.53% 97.53%

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