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
25/11/2024 3.59% 0.28 CHF 0.30 CHF 590,000 590,000 261,813 261,813 74,732 CHF 77,362 CHF 100.00% 100.00%
22/11/2024 3.79% 0.27 CHF 0.28 CHF 550,000 550,000 243,656 243,656 65,141 CHF 67,588 CHF 100.00% 100.00%
20/11/2024 3.11% 0.33 CHF 0.34 CHF 520,000 520,000 229,790 229,790 75,235 CHF 77,542 CHF 99.90% 99.90%
19/11/2024 3.08% 0.33 CHF 0.34 CHF 500,000 500,000 221,012 221,012 73,262 CHF 75,483 CHF 100.00% 100.00%
18/11/2024 2.82% 0.35 CHF 0.36 CHF 490,000 490,000 221,008 221,008 78,864 CHF 81,083 CHF 99.90% 99.90%
15/11/2024 2.72% 0.35 CHF 0.36 CHF 480,000 480,000 181,245 181,245 67,631 CHF 69,485 CHF 97.45% 97.45%
14/11/2024 2.56% 0.40 CHF 0.41 CHF 450,000 450,000 201,095 201,095 80,125 CHF 82,146 CHF 99.95% 99.95%
13/11/2024 2.36% 0.41 CHF 0.42 CHF 460,000 460,000 200,534 200,534 85,475 CHF 87,489 CHF 100.00% 100.00%
12/11/2024 2.37% 0.42 CHF 0.43 CHF 440,000 440,000 192,688 192,688 82,631 CHF 84,567 CHF 100.00% 100.00%
11/11/2024 2.58% 0.48 CHF 0.49 CHF 430,000 430,000 180,283 180,283 89,329 CHF 91,293 CHF 99.90% 99.90%

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