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 2.06% 0.49 CHF 0.50 CHF 600,000 200,000 600,000 200,000 288,995 CHF 98,332 CHF 99.56% 99.56%
19/11/2024 1.96% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 303,464 CHF 103,155 CHF 98.73% 98.73%
18/11/2024 2.11% 0.46 CHF 0.47 CHF 600,000 200,000 600,000 200,000 282,140 CHF 96,047 CHF 99.22% 99.22%
15/11/2024 2.06% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 288,429 CHF 98,143 CHF 99.42% 99.42%
14/11/2024 1.81% 0.54 CHF 0.55 CHF 600,000 200,000 600,000 200,000 328,974 CHF 111,658 CHF 97.59% 97.59%
13/11/2024 1.60% 0.63 CHF 0.64 CHF 600,000 200,000 600,000 200,000 371,017 CHF 125,672 CHF 99.38% 99.38%
12/11/2024 1.77% 0.63 CHF 0.64 CHF 600,000 200,000 600,000 200,000 337,376 CHF 114,459 CHF 96.13% 96.13%
11/11/2024 2.01% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 295,968 CHF 100,656 CHF 99.06% 99.06%
08/11/2024 1.99% 0.49 CHF 0.50 CHF 600,000 200,000 600,000 200,000 298,394 CHF 101,465 CHF 99.14% 99.14%
07/11/2024 2.21% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 269,094 CHF 91,698 CHF 98.60% 98.60%

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