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 1.41% 0.68 CHF 0.69 CHF 450,000 150,000 450,000 150,000 316,598 CHF 107,033 CHF 97.34% 97.34%
19/11/2024 1.44% 0.67 CHF 0.68 CHF 450,000 150,000 450,000 150,000 311,479 CHF 105,326 CHF 87.56% 87.56%
18/11/2024 1.34% 0.73 CHF 0.74 CHF 450,000 150,000 435,538 145,180 323,165 CHF 109,174 CHF 96.20% 96.20%
15/11/2024 1.33% 0.74 CHF 0.75 CHF 450,000 150,000 434,296 144,765 324,837 CHF 109,727 CHF 96.67% 96.67%
14/11/2024 1.28% 0.79 CHF 0.80 CHF 300,000 100,000 303,280 101,093 235,814 CHF 79,616 CHF 90.92% 90.92%
13/11/2024 1.29% 0.77 CHF 0.78 CHF 300,000 100,000 362,323 120,774 277,663 CHF 93,762 CHF 84.01% 84.01%
12/11/2024 1.15% 0.84 CHF 0.85 CHF 300,000 100,000 300,000 100,000 260,425 CHF 87,808 CHF 99.35% 99.35%
11/11/2024 1.12% 0.88 CHF 0.89 CHF 300,000 100,000 300,000 100,000 266,999 CHF 90,000 CHF 96.68% 96.68%
08/11/2024 1.04% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 288,074 CHF 97,025 CHF 99.35% 99.35%
07/11/2024 0.88% 1.02 CHF 1.03 CHF 300,000 100,000 300,000 100,000 338,540 CHF 113,847 CHF 69.12% 69.12%

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