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 3.67% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 200,499 CHF 69,333 CHF 99.40% 99.40%
19/11/2024 3.61% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 204,211 CHF 70,570 CHF 99.43% 99.43%
18/11/2024 3.68% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 200,176 CHF 69,225 CHF 99.55% 99.55%
15/11/2024 3.61% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 204,280 CHF 70,593 CHF 99.41% 99.41%
14/11/2024 2.93% 0.35 CHF 0.36 CHF 600,000 200,000 629,756 209,919 211,327 CHF 72,541 CHF 97.55% 97.55%
13/11/2024 2.87% 0.34 CHF 0.35 CHF 600,000 200,000 623,124 207,708 213,899 CHF 73,377 CHF 99.38% 99.38%
12/11/2024 2.69% 0.36 CHF 0.37 CHF 600,000 200,000 600,000 200,000 220,341 CHF 75,447 CHF 96.17% 96.17%
11/11/2024 2.51% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 236,326 CHF 80,775 CHF 99.37% 99.37%
08/11/2024 2.49% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 238,214 CHF 81,405 CHF 99.22% 99.22%
07/11/2024 2.54% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 233,631 CHF 79,877 CHF 98.60% 98.60%

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