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 4.85% 0.22 CHF 0.23 CHF 250,000 250,000 256,036 256,036 51,553 CHF 54,113 CHF 98.81% 98.81%
19/11/2024 5.58% 0.18 CHF 0.19 CHF 300,000 300,000 300,827 300,827 52,435 CHF 55,443 CHF 97.42% 97.42%
18/11/2024 4.95% 0.17 CHF 0.18 CHF 300,000 300,000 261,518 261,508 51,529 CHF 54,142 CHF 97.80% 97.80%
15/11/2024 3.75% 0.22 CHF 0.23 CHF 225,000 225,000 205,882 205,881 54,011 CHF 56,070 CHF 98.28% 98.28%
14/11/2024 2.77% 0.32 CHF 0.33 CHF 175,000 175,000 154,326 154,326 54,881 CHF 56,424 CHF 98.47% 98.47%
13/11/2024 2.55% 0.40 CHF 0.41 CHF 125,000 125,000 129,466 129,466 50,239 CHF 51,534 CHF 98.21% 98.21%
12/11/2024 2.46% 0.37 CHF 0.38 CHF 75,000 75,000 66,628 66,626 26,712 CHF 27,378 CHF 98.99% 98.99%
11/11/2024 2.36% 0.45 CHF 0.46 CHF 63,000 63,000 65,177 65,177 27,254 CHF 27,906 CHF 99.06% 99.06%
08/11/2024 3.08% 0.40 CHF 0.41 CHF 75,000 75,000 85,533 85,533 27,355 CHF 28,211 CHF 99.27% 99.27%
07/11/2024 3.86% 0.28 CHF 0.29 CHF 100,000 100,000 101,656 101,656 25,824 CHF 26,841 CHF 98.67% 98.67%

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