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 2.09% 0.54 CHF 0.55 CHF 250,000 250,000 132,006 129,359 68,875 CHF 68,901 CHF 99.55% 99.55%
20/11/2024 2.27% 0.50 CHF 0.51 CHF 250,000 250,000 132,116 129,465 66,527 CHF 66,625 CHF 99.25% 99.25%
19/11/2024 2.16% 0.48 CHF 0.49 CHF 250,000 250,000 133,558 129,708 65,627 CHF 65,066 CHF 98.42% 98.42%
18/11/2024 2.39% 0.53 CHF 0.54 CHF 250,000 250,000 131,860 129,199 70,886 CHF 71,025 CHF 98.63% 98.63%
15/11/2024 2.01% 0.52 CHF 0.53 CHF 250,000 250,000 133,025 130,434 69,904 CHF 69,927 CHF 95.91% 95.91%
14/11/2024 2.10% 0.55 CHF 0.56 CHF 250,000 250,000 131,125 129,532 73,245 CHF 73,837 CHF 98.94% 98.94%
13/11/2024 2.28% 0.56 CHF 0.57 CHF 250,000 250,000 134,049 131,794 72,647 CHF 72,991 CHF 93.54% 93.54%
12/11/2024 2.12% 0.53 CHF 0.54 CHF 250,000 250,000 133,249 130,508 72,134 CHF 72,089 CHF 95.80% 95.80%
11/11/2024 2.30% 0.54 CHF 0.55 CHF 250,000 250,000 135,988 129,356 68,999 CHF 67,215 CHF 99.16% 99.16%
08/11/2024 2.48% 0.47 CHF 0.48 CHF 250,000 250,000 147,998 129,699 66,673 CHF 59,972 CHF 98.48% 98.48%

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