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 2.32% 0.44 CHF 0.45 CHF 450,000 150,000 450,000 150,000 191,992 CHF 65,497 CHF 97.89% 97.89%
19/11/2024 2.39% 0.42 CHF 0.43 CHF 450,000 150,000 450,000 150,000 186,214 CHF 63,571 CHF 97.27% 97.27%
18/11/2024 2.24% 0.45 CHF 0.46 CHF 450,000 150,000 450,000 150,000 198,439 CHF 67,646 CHF 97.85% 97.85%
15/11/2024 2.45% 0.44 CHF 0.45 CHF 450,000 150,000 450,000 150,000 181,860 CHF 62,120 CHF 98.07% 98.07%
14/11/2024 2.45% 0.38 CHF 0.39 CHF 450,000 150,000 450,000 150,000 182,131 CHF 62,210 CHF 96.59% 96.59%
13/11/2024 2.64% 0.38 CHF 0.39 CHF 450,000 150,000 450,000 150,000 168,196 CHF 57,565 CHF 98.62% 98.62%
12/11/2024 2.86% 0.37 CHF 0.38 CHF 450,000 150,000 450,000 150,000 155,032 CHF 53,177 CHF 90.87% 90.87%
11/11/2024 3.25% 0.31 CHF 0.32 CHF 450,000 150,000 465,344 155,115 140,725 CHF 48,460 CHF 93.93% 93.93%
08/11/2024 2.96% 0.35 CHF 0.36 CHF 450,000 150,000 450,424 150,141 150,230 CHF 51,578 CHF 97.10% 97.10%
07/11/2024 3.23% 0.32 CHF 0.33 CHF 450,000 150,000 463,466 154,489 140,864 CHF 48,500 CHF 97.05% 97.05%

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