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
25/11/2024 2.09% 0.48 CHF 0.49 CHF 125,000 125,000 125,000 125,000 59,228 CHF 60,478 CHF 97.92% 97.92%
22/11/2024 2.05% 0.48 CHF 0.49 CHF 125,000 125,000 123,956 123,956 59,968 CHF 61,207 CHF 99.39% 99.39%
20/11/2024 2.23% 0.45 CHF 0.46 CHF 125,000 125,000 125,000 125,000 55,495 CHF 56,745 CHF 99.39% 99.39%
19/11/2024 2.14% 0.46 CHF 0.47 CHF 125,000 125,000 125,000 125,000 57,888 CHF 59,138 CHF 98.13% 98.13%
18/11/2024 2.27% 0.43 CHF 0.44 CHF 125,000 125,000 125,000 125,000 54,454 CHF 55,704 CHF 99.28% 99.28%
15/11/2024 2.25% 0.44 CHF 0.45 CHF 125,000 125,000 125,000 125,000 55,065 CHF 56,315 CHF 99.39% 99.39%
14/11/2024 2.22% 0.43 CHF 0.44 CHF 125,000 125,000 125,000 125,000 55,801 CHF 57,051 CHF 99.36% 99.36%
13/11/2024 2.06% 0.46 CHF 0.47 CHF 125,000 125,000 125,000 125,000 59,921 CHF 61,171 CHF 99.38% 99.38%
12/11/2024 2.09% 0.50 CHF 0.51 CHF 125,000 125,000 120,620 120,620 57,177 CHF 58,383 CHF 99.02% 99.02%
11/11/2024 2.59% 0.39 CHF 0.40 CHF 150,000 150,000 148,426 148,426 56,565 CHF 58,050 CHF 99.27% 99.27%

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