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 1.48% 0.66 CHF 0.67 CHF 600,000 200,000 600,000 200,000 402,580 CHF 136,193 CHF 97.66% 97.66%
19/11/2024 1.42% 0.70 CHF 0.71 CHF 600,000 200,000 600,000 200,000 418,173 CHF 141,391 CHF 95.53% 95.53%
18/11/2024 1.36% 0.71 CHF 0.72 CHF 600,000 200,000 600,000 200,000 437,998 CHF 147,999 CHF 96.27% 96.27%
15/11/2024 1.37% 0.77 CHF 0.78 CHF 600,000 200,000 600,000 200,000 434,664 CHF 146,888 CHF 96.44% 96.44%
14/11/2024 1.38% 0.73 CHF 0.74 CHF 600,000 200,000 600,000 200,000 430,809 CHF 145,603 CHF 96.89% 96.89%
13/11/2024 1.36% 0.72 CHF 0.73 CHF 600,000 200,000 600,000 200,000 439,325 CHF 148,442 CHF 97.79% 97.79%
12/11/2024 1.29% 0.75 CHF 0.76 CHF 600,000 200,000 600,000 200,000 460,574 CHF 155,525 CHF 97.95% 97.95%
11/11/2024 1.26% 0.78 CHF 0.79 CHF 600,000 200,000 600,000 200,000 472,172 CHF 159,391 CHF 98.43% 98.43%
08/11/2024 1.20% 0.83 CHF 0.84 CHF 600,000 200,000 600,000 200,000 497,426 CHF 167,809 CHF 96.32% 96.32%
07/11/2024 1.17% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 508,849 CHF 171,616 CHF 98.04% 98.04%

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