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 2.84% 0.34 CHF 0.35 CHF 150,000 50,000 150,000 50,000 52,134 CHF 17,878 CHF 99.17% 99.17%
19/11/2024 2.79% 0.37 CHF 0.38 CHF 150,000 50,000 150,000 50,000 53,031 CHF 18,177 CHF 99.16% 99.16%
18/11/2024 2.70% 0.35 CHF 0.36 CHF 150,000 50,000 150,000 50,000 54,769 CHF 18,756 CHF 99.22% 99.22%
15/11/2024 2.73% 0.39 CHF 0.40 CHF 150,000 50,000 150,428 50,143 54,389 CHF 18,631 CHF 99.16% 99.16%
14/11/2024 3.04% 0.34 CHF 0.35 CHF 150,000 50,000 214,564 71,521 69,586 CHF 23,910 CHF 99.15% 99.15%
13/11/2024 3.42% 0.28 CHF 0.29 CHF 225,000 75,000 225,000 75,000 64,702 CHF 22,317 CHF 99.16% 99.16%
12/11/2024 3.72% 0.23 CHF 0.24 CHF 225,000 75,000 225,000 75,000 59,589 CHF 20,613 CHF 99.17% 99.17%
11/11/2024 2.71% 0.34 CHF 0.35 CHF 225,000 75,000 221,993 73,998 80,964 CHF 27,728 CHF 99.16% 99.16%
08/11/2024 2.67% 0.37 CHF 0.38 CHF 225,000 75,000 225,000 75,000 83,160 CHF 28,470 CHF 99.16% 99.16%
07/11/2024 2.78% 0.34 CHF 0.35 CHF 225,000 75,000 225,000 75,000 79,737 CHF 27,329 CHF 98.19% 98.19%

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