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 4.68% 0.22 CHF 0.23 CHF 450,000 150,000 560,053 186,684 116,757 CHF 40,786 CHF 99.38% 99.38%
19/11/2024 5.13% 0.20 CHF 0.21 CHF 600,000 200,000 600,000 200,000 114,075 CHF 40,025 CHF 99.37% 99.37%
18/11/2024 4.85% 0.21 CHF 0.22 CHF 600,000 200,000 595,848 198,616 120,102 CHF 42,020 CHF 99.37% 99.37%
15/11/2024 3.76% 0.22 CHF 0.23 CHF 450,000 150,000 450,000 150,000 118,187 CHF 40,896 CHF 99.34% 99.34%
14/11/2024 3.69% 0.27 CHF 0.28 CHF 450,000 150,000 453,541 151,180 121,147 CHF 41,894 CHF 99.18% 99.18%
13/11/2024 2.96% 0.32 CHF 0.33 CHF 450,000 150,000 450,000 150,000 149,818 CHF 51,440 CHF 99.38% 99.38%
12/11/2024 2.55% 0.37 CHF 0.38 CHF 450,000 150,000 450,000 150,000 174,675 CHF 59,725 CHF 99.13% 99.13%
11/11/2024 2.15% 0.43 CHF 0.44 CHF 450,000 150,000 450,000 150,000 207,044 CHF 70,515 CHF 99.13% 99.13%
08/11/2024 2.00% 0.45 CHF 0.46 CHF 450,000 150,000 450,000 150,000 223,090 CHF 75,863 CHF 99.38% 99.38%
07/11/2024 1.58% 0.57 CHF 0.58 CHF 450,000 150,000 405,518 135,173 253,442 CHF 85,833 CHF 98.56% 98.56%

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