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 1.11% 0.89 CHF 0.90 CHF 300,000 100,000 300,000 100,000 269,598 CHF 90,866 CHF 99.25% 99.25%
19/11/2024 1.12% 0.90 CHF 0.91 CHF 300,000 100,000 300,000 100,000 267,569 CHF 90,190 CHF 98.68% 98.68%
18/11/2024 1.15% 0.88 CHF 0.89 CHF 300,000 100,000 300,000 100,000 259,710 CHF 87,570 CHF 99.37% 99.37%
15/11/2024 1.23% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 242,208 CHF 81,736 CHF 99.39% 99.39%
14/11/2024 1.25% 0.81 CHF 0.82 CHF 300,000 100,000 300,000 100,000 238,464 CHF 80,488 CHF 97.37% 97.37%
13/11/2024 1.30% 0.77 CHF 0.78 CHF 300,000 100,000 300,000 100,000 229,569 CHF 77,523 CHF 98.99% 98.99%
12/11/2024 1.29% 0.77 CHF 0.78 CHF 300,000 100,000 300,000 100,000 230,923 CHF 77,975 CHF 92.63% 92.63%
11/11/2024 1.24% 0.80 CHF 0.81 CHF 300,000 100,000 300,000 100,000 241,365 CHF 81,455 CHF 98.54% 98.54%
08/11/2024 1.41% 0.76 CHF 0.77 CHF 300,000 100,000 365,577 121,859 256,792 CHF 86,816 CHF 96.97% 96.97%
07/11/2024 1.54% 0.67 CHF 0.68 CHF 300,000 100,000 430,267 143,422 276,028 CHF 93,443 CHF 98.58% 98.58%

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