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 2.38% 0.52 CHF 0.53 CHF 250,000 250,000 137,315 129,358 68,917 CHF 66,489 CHF 99.55% 99.55%
20/11/2024 2.50% 0.49 CHF 0.50 CHF 250,000 250,000 139,928 129,464 67,732 CHF 64,196 CHF 99.25% 99.25%
19/11/2024 2.51% 0.46 CHF 0.47 CHF 250,000 250,000 140,213 129,707 66,279 CHF 62,706 CHF 98.43% 98.43%
18/11/2024 2.66% 0.51 CHF 0.52 CHF 250,000 250,000 131,860 129,199 68,443 CHF 68,730 CHF 98.63% 98.63%
15/11/2024 2.09% 0.50 CHF 0.51 CHF 250,000 250,000 133,025 130,433 67,340 CHF 67,416 CHF 95.91% 95.91%
14/11/2024 2.09% 0.53 CHF 0.54 CHF 250,000 250,000 132,186 129,532 71,416 CHF 71,420 CHF 98.94% 98.94%
13/11/2024 2.06% 0.54 CHF 0.55 CHF 250,000 250,000 135,892 134,869 71,224 CHF 72,127 CHF 88.74% 88.74%
12/11/2024 2.28% 0.52 CHF 0.53 CHF 250,000 250,000 133,248 130,507 69,635 CHF 69,692 CHF 95.80% 95.80%
11/11/2024 2.49% 0.52 CHF 0.53 CHF 250,000 250,000 139,869 129,355 68,264 CHF 64,793 CHF 99.16% 99.16%
08/11/2024 2.56% 0.45 CHF 0.46 CHF 250,000 250,000 148,021 129,698 63,902 CHF 57,520 CHF 98.48% 98.48%

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