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 4.51% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 400,000 216,693 CHF 90,677 CHF 99.18% 99.18%
19/11/2024 4.42% 0.22 CHF 0.23 CHF 1,000,000 400,000 1,000,000 400,000 221,142 CHF 92,457 CHF 96.68% 96.68%
18/11/2024 4.64% 0.22 CHF 0.23 CHF 1,000,000 400,000 1,000,000 400,328 211,016 CHF 88,476 CHF 97.35% 97.35%
15/11/2024 3.76% 0.25 CHF 0.26 CHF 1,000,000 400,000 1,000,000 400,000 261,354 CHF 108,542 CHF 96.38% 96.38%
14/11/2024 3.40% 0.31 CHF 0.32 CHF 1,000,000 400,000 1,000,000 400,000 289,743 CHF 119,897 CHF 99.34% 99.34%
13/11/2024 4.61% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 400,000 211,818 CHF 88,727 CHF 98.79% 98.79%
12/11/2024 4.31% 0.22 CHF 0.23 CHF 1,000,000 400,000 1,000,000 400,000 227,257 CHF 94,903 CHF 99.37% 99.37%
11/11/2024 4.50% 0.22 CHF 0.23 CHF 1,000,000 400,000 1,000,000 400,000 217,298 CHF 90,919 CHF 99.36% 99.36%
08/11/2024 4.78% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 405,697 204,781 CHF 87,052 CHF 99.36% 99.36%
07/11/2024 4.76% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 408,269 205,486 CHF 87,931 CHF 98.65% 98.65%

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