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 5.81% 0.15 CHF 0.16 CHF 600,000 200,000 600,000 200,000 100,426 CHF 35,475 CHF 99.14% 99.14%
19/11/2024 6.20% 0.16 CHF 0.17 CHF 600,000 200,000 600,000 200,000 93,975 CHF 33,325 CHF 99.38% 99.38%
18/11/2024 5.83% 0.17 CHF 0.18 CHF 600,000 200,000 600,000 200,000 100,108 CHF 35,369 CHF 99.23% 99.23%
15/11/2024 4.82% 0.18 CHF 0.19 CHF 600,000 200,000 600,000 200,000 121,559 CHF 42,520 CHF 98.78% 98.78%
14/11/2024 4.50% 0.23 CHF 0.24 CHF 600,000 200,000 600,000 200,000 130,510 CHF 45,503 CHF 99.38% 99.38%
13/11/2024 4.66% 0.20 CHF 0.21 CHF 600,000 200,000 600,000 200,000 125,846 CHF 43,949 CHF 99.37% 99.37%
12/11/2024 4.24% 0.22 CHF 0.23 CHF 600,000 200,000 600,000 200,000 138,697 CHF 48,232 CHF 99.37% 99.37%
11/11/2024 3.80% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 155,018 CHF 53,673 CHF 99.37% 99.37%
08/11/2024 3.64% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 162,153 CHF 56,051 CHF 99.38% 99.38%
07/11/2024 3.45% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 171,350 CHF 59,117 CHF 99.29% 99.29%

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