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 3.10% 0.30 CHF 0.31 CHF 900,000 300,000 900,000 300,000 286,492 CHF 98,497 CHF 99.17% 99.17%
19/11/2024 3.07% 0.32 CHF 0.33 CHF 900,000 300,000 900,000 300,000 288,705 CHF 99,235 CHF 99.16% 99.16%
18/11/2024 2.86% 0.34 CHF 0.35 CHF 900,000 300,000 900,000 300,000 310,196 CHF 106,399 CHF 99.22% 99.22%
15/11/2024 2.72% 0.35 CHF 0.36 CHF 900,000 300,000 899,181 299,727 325,867 CHF 111,620 CHF 99.17% 99.17%
14/11/2024 2.68% 0.38 CHF 0.39 CHF 900,000 300,000 900,000 300,000 331,258 CHF 113,420 CHF 99.16% 99.16%
13/11/2024 2.77% 0.35 CHF 0.36 CHF 900,000 300,000 900,000 300,000 321,198 CHF 110,066 CHF 99.16% 99.16%
12/11/2024 2.65% 0.36 CHF 0.37 CHF 900,000 300,000 900,000 300,000 335,123 CHF 114,708 CHF 99.16% 99.16%
11/11/2024 2.43% 0.42 CHF 0.43 CHF 750,000 250,000 759,794 253,265 308,523 CHF 105,374 CHF 99.16% 99.16%
08/11/2024 2.44% 0.40 CHF 0.41 CHF 750,000 250,000 786,249 262,083 317,621 CHF 108,495 CHF 99.16% 99.16%
07/11/2024 2.23% 0.44 CHF 0.45 CHF 750,000 250,000 750,000 250,000 333,168 CHF 113,556 CHF 98.26% 98.26%

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