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 2.09% 0.46 CHF 0.47 CHF 600,000 200,000 600,000 200,000 283,998 CHF 96,666 CHF 88.20% 88.20%
19/11/2024 2.25% 0.44 CHF 0.45 CHF 600,000 200,000 600,000 200,000 264,484 CHF 90,161 CHF 88.28% 88.28%
18/11/2024 2.17% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 273,744 CHF 93,248 CHF 89.49% 89.49%
15/11/2024 1.95% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 304,738 CHF 103,580 CHF 93.71% 93.71%
14/11/2024 1.93% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 308,362 CHF 104,787 CHF 91.88% 91.88%
13/11/2024 1.94% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 306,423 CHF 104,141 CHF 96.15% 96.15%
12/11/2024 1.85% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 322,109 CHF 109,370 CHF 94.50% 94.50%
11/11/2024 1.61% 0.62 CHF 0.63 CHF 450,000 150,000 453,663 151,221 278,939 CHF 94,492 CHF 92.94% 92.94%
08/11/2024 1.81% 0.52 CHF 0.53 CHF 600,000 200,000 595,765 198,588 326,501 CHF 110,820 CHF 95.79% 95.79%
07/11/2024 1.75% 0.60 CHF 0.61 CHF 600,000 200,000 589,947 196,649 335,572 CHF 113,824 CHF 95.16% 95.16%

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