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 2.31% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 256,558 CHF 87,520 CHF 99.48% 99.48%
19/11/2024 2.38% 0.41 CHF 0.42 CHF 600,000 200,000 617,573 205,858 256,232 CHF 87,469 CHF 96.54% 96.54%
18/11/2024 2.33% 0.42 CHF 0.43 CHF 600,000 200,000 605,859 201,953 256,789 CHF 87,616 CHF 97.41% 97.41%
15/11/2024 2.30% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 257,951 CHF 87,984 CHF 95.92% 95.92%
14/11/2024 1.95% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 304,625 CHF 103,542 CHF 99.26% 99.26%
13/11/2024 1.96% 0.54 CHF 0.55 CHF 600,000 200,000 600,000 200,000 303,884 CHF 103,295 CHF 99.06% 99.06%
12/11/2024 1.91% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 310,659 CHF 105,553 CHF 99.37% 99.37%
11/11/2024 1.82% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 326,541 CHF 110,847 CHF 96.29% 96.29%
08/11/2024 2.22% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 267,414 CHF 91,138 CHF 96.75% 96.75%
07/11/2024 2.09% 0.44 CHF 0.45 CHF 600,000 200,000 600,822 200,274 285,283 CHF 97,097 CHF 98.63% 98.63%

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