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 2.21% 0.48 CHF 0.49 CHF 300,000 300,000 136,493 136,493 62,978 CHF 64,349 CHF 99.61% 99.61%
19/11/2024 2.18% 0.45 CHF 0.46 CHF 300,000 300,000 134,313 134,313 62,030 CHF 63,379 CHF 99.69% 99.69%
18/11/2024 2.01% 0.49 CHF 0.50 CHF 300,000 300,000 129,974 129,974 65,888 CHF 67,193 CHF 98.54% 98.54%
15/11/2024 2.48% 0.49 CHF 0.50 CHF 310,000 310,000 102,670 102,670 45,890 CHF 46,923 CHF 98.16% 98.16%
14/11/2024 5.40% 0.44 CHF 0.45 CHF 360,000 360,000 148,087 148,087 62,196 CHF 64,052 CHF 60.14% 90.28%
13/11/2024 3.53% 0.29 CHF 0.30 CHF 420,000 420,000 188,531 188,531 53,865 CHF 55,758 CHF 99.60% 99.60%
12/11/2024 3.67% 0.27 CHF 0.28 CHF 420,000 420,000 187,326 187,326 51,685 CHF 53,567 CHF 100.00% 100.00%
11/11/2024 3.89% 0.27 CHF 0.28 CHF 440,000 440,000 195,950 195,950 51,734 CHF 53,702 CHF 99.90% 99.90%
08/11/2024 4.02% 0.25 CHF 0.26 CHF 450,000 450,000 202,521 202,521 50,317 CHF 52,349 CHF 99.81% 99.81%
07/11/2024 3.92% 0.26 CHF 0.27 CHF 450,000 450,000 202,471 202,471 52,124 CHF 54,157 CHF 99.82% 99.82%

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