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 1.25% 0.77 CHF 0.78 CHF 450,000 150,000 417,651 139,217 332,748 CHF 112,308 CHF 88.86% 88.86%
19/11/2024 1.29% 0.76 CHF 0.77 CHF 450,000 150,000 427,420 142,473 328,850 CHF 111,042 CHF 95.06% 95.06%
18/11/2024 1.23% 0.82 CHF 0.83 CHF 300,000 100,000 342,380 114,127 276,299 CHF 93,241 CHF 94.44% 94.44%
15/11/2024 1.23% 0.81 CHF 0.82 CHF 450,000 150,000 411,117 137,039 330,989 CHF 111,700 CHF 93.24% 93.24%
14/11/2024 1.28% 0.80 CHF 0.81 CHF 450,000 150,000 450,000 150,000 350,807 CHF 118,436 CHF 97.44% 97.44%
13/11/2024 1.25% 0.77 CHF 0.78 CHF 450,000 150,000 444,527 148,176 354,974 CHF 119,806 CHF 98.68% 98.68%
12/11/2024 1.25% 0.75 CHF 0.76 CHF 450,000 150,000 450,000 150,000 358,626 CHF 121,042 CHF 95.22% 95.22%
11/11/2024 1.14% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 260,832 CHF 87,944 CHF 95.33% 95.33%
08/11/2024 1.19% 0.82 CHF 0.83 CHF 450,000 150,000 437,261 145,754 365,746 CHF 123,373 CHF 96.52% 96.52%
07/11/2024 1.13% 0.88 CHF 0.89 CHF 300,000 100,000 365,970 121,990 319,490 CHF 107,717 CHF 97.49% 97.49%

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