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 2.69% 0.36 CHF 0.37 CHF 150,000 150,000 150,112 150,112 55,108 CHF 56,609 CHF 99.09% 99.09%
19/11/2024 3.00% 0.33 CHF 0.34 CHF 175,000 175,000 170,563 170,563 56,045 CHF 57,751 CHF 98.84% 98.84%
18/11/2024 2.61% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 56,675 CHF 58,175 CHF 99.30% 99.30%
15/11/2024 2.48% 0.38 CHF 0.39 CHF 150,000 150,000 130,371 130,371 51,908 CHF 53,212 CHF 99.37% 99.37%
14/11/2024 1.93% 0.45 CHF 0.46 CHF 125,000 125,000 104,960 104,960 53,815 CHF 54,864 CHF 99.34% 99.34%
13/11/2024 1.87% 0.57 CHF 0.58 CHF 100,000 100,000 88,905 88,905 47,320 CHF 48,209 CHF 99.03% 99.03%
12/11/2024 1.92% 0.57 CHF 0.58 CHF 50,000 50,000 53,521 53,521 27,541 CHF 28,077 CHF 99.13% 99.13%
11/11/2024 2.61% 0.53 CHF 0.54 CHF 50,000 50,000 71,452 71,452 27,139 CHF 27,853 CHF 99.33% 99.33%
08/11/2024 3.98% 0.28 CHF 0.29 CHF 100,000 100,000 107,446 107,446 26,470 CHF 27,544 CHF 99.49% 99.49%
07/11/2024 4.15% 0.25 CHF 0.26 CHF 100,000 100,000 111,085 111,086 26,218 CHF 27,329 CHF 99.27% 99.27%

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