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 3.62% 0.27 CHF 0.28 CHF 900,000 300,000 900,000 300,000 244,278 CHF 84,426 CHF 98.94% 98.94%
19/11/2024 3.80% 0.28 CHF 0.29 CHF 900,000 300,000 949,385 349,385 245,405 CHF 93,536 CHF 98.73% 98.73%
18/11/2024 3.51% 0.29 CHF 0.30 CHF 900,000 300,000 900,000 300,000 251,994 CHF 86,998 CHF 99.38% 99.38%
15/11/2024 3.54% 0.29 CHF 0.30 CHF 900,000 300,000 904,649 304,649 251,614 CHF 87,694 CHF 99.51% 99.51%
14/11/2024 4.14% 0.25 CHF 0.26 CHF 1,000,000 400,000 985,643 385,643 234,196 CHF 95,282 CHF 97.80% 97.80%
13/11/2024 4.91% 0.19 CHF 0.20 CHF 1,000,000 400,000 1,000,000 400,000 198,903 CHF 83,561 CHF 99.34% 99.34%
12/11/2024 4.32% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 400,000 227,049 CHF 94,820 CHF 93.10% 93.10%
11/11/2024 3.69% 0.26 CHF 0.27 CHF 900,000 300,000 900,000 300,000 239,697 CHF 82,899 CHF 99.06% 99.06%
08/11/2024 3.68% 0.27 CHF 0.28 CHF 900,000 300,000 902,243 302,243 241,012 CHF 83,734 CHF 98.10% 98.10%
07/11/2024 3.21% 0.32 CHF 0.33 CHF 900,000 300,000 923,706 323,706 283,456 CHF 102,237 CHF 98.60% 98.60%

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