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 2.87% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 206,743 CHF 70,914 CHF 99.14% 99.14%
19/11/2024 2.94% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 201,032 CHF 69,011 CHF 99.37% 99.37%
18/11/2024 2.84% 0.36 CHF 0.37 CHF 600,000 200,000 600,000 200,000 208,688 CHF 71,563 CHF 99.23% 99.23%
15/11/2024 2.41% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 246,546 CHF 84,182 CHF 98.77% 98.77%
14/11/2024 2.25% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 264,112 CHF 90,037 CHF 99.38% 99.38%
13/11/2024 2.37% 0.41 CHF 0.42 CHF 600,000 200,000 600,000 200,000 249,976 CHF 85,326 CHF 99.37% 99.37%
12/11/2024 2.17% 0.44 CHF 0.45 CHF 600,000 200,000 600,000 200,000 273,361 CHF 93,120 CHF 99.37% 99.37%
11/11/2024 1.96% 0.49 CHF 0.50 CHF 600,000 200,000 600,000 200,000 302,649 CHF 102,883 CHF 99.37% 99.37%
08/11/2024 1.90% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 313,370 CHF 106,457 CHF 99.37% 99.37%
07/11/2024 1.81% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 329,232 CHF 111,744 CHF 99.28% 99.28%

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