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 1.22% 0.85 CHF 0.86 CHF 600,000 200,000 600,000 200,000 489,806 CHF 165,269 CHF 99.35% 99.35%
19/11/2024 1.23% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 485,538 CHF 163,846 CHF 96.68% 96.68%
18/11/2024 1.19% 0.81 CHF 0.82 CHF 600,000 200,000 600,000 200,000 502,111 CHF 169,370 CHF 97.34% 97.34%
15/11/2024 1.39% 0.76 CHF 0.77 CHF 600,000 200,000 600,000 200,000 429,322 CHF 145,107 CHF 96.50% 96.50%
14/11/2024 1.53% 0.62 CHF 0.63 CHF 600,000 200,000 600,000 200,000 389,584 CHF 131,861 CHF 99.32% 99.32%
13/11/2024 1.21% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 492,499 CHF 166,166 CHF 98.83% 98.83%
12/11/2024 1.28% 0.79 CHF 0.80 CHF 600,000 200,000 600,000 200,000 464,581 CHF 156,860 CHF 99.37% 99.37%
11/11/2024 1.25% 0.80 CHF 0.81 CHF 600,000 200,000 600,000 200,000 475,686 CHF 160,562 CHF 99.37% 99.37%
08/11/2024 1.19% 0.85 CHF 0.86 CHF 600,000 200,000 600,000 200,000 502,655 CHF 169,552 CHF 99.37% 99.37%
07/11/2024 1.17% 0.84 CHF 0.85 CHF 600,000 200,000 600,000 200,000 509,711 CHF 171,904 CHF 98.66% 98.66%

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