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 1.31% 0.74 CHF 0.75 CHF 300,000 60,000 298,612 60,000 227,098 CHF 46,235 CHF 99.17% 99.17%
19/11/2024 1.36% 0.74 CHF 0.75 CHF 300,000 60,000 292,618 60,000 212,843 CHF 44,298 CHF 99.16% 99.16%
18/11/2024 1.27% 0.78 CHF 0.79 CHF 300,000 60,000 283,847 60,000 221,957 CHF 47,622 CHF 99.22% 99.22%
15/11/2024 1.27% 0.80 CHF 0.81 CHF 300,000 60,000 282,888 60,000 221,820 CHF 47,699 CHF 99.16% 99.16%
14/11/2024 1.32% 0.77 CHF 0.78 CHF 300,000 60,000 299,995 60,000 225,418 CHF 45,684 CHF 99.15% 99.15%
13/11/2024 1.36% 0.73 CHF 0.74 CHF 300,000 60,000 300,000 60,000 219,861 CHF 44,572 CHF 99.16% 99.16%
12/11/2024 1.36% 0.73 CHF 0.74 CHF 300,000 60,000 300,000 60,000 218,913 CHF 44,383 CHF 99.16% 99.16%
11/11/2024 1.19% 0.81 CHF 0.82 CHF 300,000 60,000 241,356 60,000 202,130 CHF 50,923 CHF 99.16% 99.16%
08/11/2024 1.28% 0.80 CHF 0.81 CHF 300,000 60,000 300,000 60,000 232,076 CHF 47,015 CHF 99.17% 99.17%
07/11/2024 1.30% 0.76 CHF 0.77 CHF 300,000 60,000 300,000 60,000 229,825 CHF 46,565 CHF 98.19% 98.19%

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