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 2.69% 0.36 CHF 0.37 CHF 450,000 150,000 447,899 149,300 165,324 CHF 56,601 CHF 98.68% 98.68%
19/11/2024 2.51% 0.39 CHF 0.40 CHF 450,000 150,000 448,674 149,558 176,883 CHF 60,457 CHF 99.38% 99.38%
18/11/2024 2.37% 0.42 CHF 0.43 CHF 450,000 150,000 450,000 150,000 187,264 CHF 63,921 CHF 99.26% 99.26%
15/11/2024 2.52% 0.39 CHF 0.40 CHF 450,000 150,000 450,000 150,000 176,262 CHF 60,254 CHF 99.37% 99.37%
14/11/2024 2.50% 0.40 CHF 0.41 CHF 450,000 150,000 450,000 150,000 178,085 CHF 60,862 CHF 99.38% 99.38%
13/11/2024 2.62% 0.38 CHF 0.39 CHF 450,000 150,000 450,000 150,000 169,818 CHF 58,106 CHF 99.37% 99.37%
12/11/2024 2.51% 0.38 CHF 0.39 CHF 450,000 150,000 450,000 150,000 176,944 CHF 60,481 CHF 99.38% 99.38%
11/11/2024 2.49% 0.42 CHF 0.43 CHF 450,000 150,000 450,000 150,000 178,637 CHF 61,046 CHF 99.38% 99.38%
08/11/2024 2.72% 0.38 CHF 0.39 CHF 450,000 150,000 450,000 150,000 163,529 CHF 56,010 CHF 99.38% 99.38%
07/11/2024 2.43% 0.39 CHF 0.40 CHF 450,000 150,000 450,000 150,000 183,063 CHF 62,521 CHF 98.37% 98.37%

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