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 4.26% 0.22 CHF 0.23 CHF 450,000 150,000 450,000 150,000 103,439 CHF 35,980 CHF 99.16% 99.16%
19/11/2024 4.50% 0.22 CHF 0.23 CHF 450,000 150,000 450,000 150,000 98,071 CHF 34,190 CHF 99.16% 99.16%
18/11/2024 3.81% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 116,103 CHF 40,201 CHF 99.22% 99.22%
15/11/2024 3.83% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 115,342 CHF 39,948 CHF 99.17% 99.17%
14/11/2024 4.14% 0.25 CHF 0.26 CHF 450,000 150,000 450,000 150,000 106,768 CHF 37,089 CHF 99.15% 99.15%
13/11/2024 4.39% 0.22 CHF 0.23 CHF 450,000 150,000 450,000 150,000 100,200 CHF 34,900 CHF 99.16% 99.16%
12/11/2024 4.41% 0.22 CHF 0.23 CHF 450,000 150,000 450,000 150,000 99,831 CHF 34,777 CHF 99.16% 99.16%
11/11/2024 3.38% 0.27 CHF 0.28 CHF 450,000 150,000 450,000 150,000 131,105 CHF 45,202 CHF 99.16% 99.16%
08/11/2024 3.93% 0.27 CHF 0.28 CHF 450,000 150,000 450,000 150,000 112,292 CHF 38,931 CHF 99.16% 99.16%
07/11/2024 3.99% 0.24 CHF 0.25 CHF 450,000 150,000 450,000 150,000 110,643 CHF 38,381 CHF 98.18% 98.18%

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