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 6.55% 0.13 CHF 0.14 CHF 900,000 300,000 900,000 300,000 133,428 CHF 47,476 CHF 99.17% 99.17%
19/11/2024 6.42% 0.15 CHF 0.16 CHF 900,000 300,000 900,000 300,000 136,535 CHF 48,512 CHF 99.16% 99.16%
18/11/2024 5.50% 0.18 CHF 0.19 CHF 900,000 300,000 900,000 300,000 159,309 CHF 56,103 CHF 99.23% 99.23%
15/11/2024 4.97% 0.18 CHF 0.19 CHF 900,000 300,000 828,616 276,205 162,591 CHF 56,959 CHF 99.17% 99.17%
14/11/2024 4.82% 0.21 CHF 0.22 CHF 750,000 250,000 808,614 269,538 163,338 CHF 57,141 CHF 99.16% 99.16%
13/11/2024 5.11% 0.19 CHF 0.20 CHF 900,000 300,000 898,457 299,486 171,910 CHF 60,298 CHF 99.16% 99.16%
12/11/2024 4.69% 0.19 CHF 0.20 CHF 900,000 300,000 835,145 278,382 173,760 CHF 60,704 CHF 99.16% 99.16%
11/11/2024 4.00% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 184,058 CHF 63,853 CHF 99.16% 99.16%
08/11/2024 4.02% 0.24 CHF 0.25 CHF 750,000 250,000 750,000 250,000 183,209 CHF 63,570 CHF 99.17% 99.17%
07/11/2024 3.45% 0.28 CHF 0.29 CHF 750,000 250,000 750,000 250,000 213,898 CHF 73,799 CHF 98.26% 98.26%

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