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 3.84% 0.25 CHF 0.26 CHF 450,000 150,000 450,000 150,000 115,066 CHF 39,855 CHF 99.38% 99.38%
19/11/2024 4.06% 0.25 CHF 0.26 CHF 450,000 150,000 450,000 150,000 108,691 CHF 37,730 CHF 99.38% 99.38%
18/11/2024 3.92% 0.25 CHF 0.26 CHF 450,000 150,000 450,000 150,000 112,576 CHF 39,025 CHF 99.38% 99.38%
15/11/2024 3.74% 0.27 CHF 0.28 CHF 450,000 150,000 450,000 150,000 118,086 CHF 40,862 CHF 99.35% 99.35%
14/11/2024 3.63% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 121,937 CHF 42,146 CHF 99.37% 99.37%
13/11/2024 3.81% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 116,063 CHF 40,188 CHF 99.37% 99.37%
12/11/2024 3.47% 0.27 CHF 0.28 CHF 450,000 150,000 450,000 150,000 127,625 CHF 44,042 CHF 99.14% 99.14%
11/11/2024 3.26% 0.30 CHF 0.31 CHF 450,000 150,000 450,000 150,000 135,848 CHF 46,783 CHF 99.38% 99.38%
08/11/2024 3.66% 0.27 CHF 0.28 CHF 450,000 150,000 450,000 150,000 120,774 CHF 41,758 CHF 99.38% 99.38%
07/11/2024 3.61% 0.27 CHF 0.28 CHF 450,000 150,000 450,000 150,000 122,499 CHF 42,333 CHF 98.58% 98.58%

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