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 3.26% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 226,491 CHF 77,997 CHF 99.33% 99.33%
19/11/2024 3.38% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 218,436 CHF 75,312 CHF 96.60% 96.60%
18/11/2024 3.30% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 223,918 CHF 77,139 CHF 97.23% 97.23%
15/11/2024 3.18% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 232,401 CHF 79,967 CHF 96.22% 96.22%
14/11/2024 2.57% 0.36 CHF 0.37 CHF 600,000 200,000 600,000 200,000 230,222 CHF 78,741 CHF 99.88% 99.88%
13/11/2024 2.61% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 226,864 CHF 77,621 CHF 99.05% 99.05%
12/11/2024 2.52% 0.36 CHF 0.37 CHF 600,000 200,000 600,000 200,000 235,297 CHF 80,432 CHF 99.37% 99.37%
11/11/2024 2.35% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 251,973 CHF 85,991 CHF 96.29% 96.29%
08/11/2024 3.01% 0.39 CHF 0.40 CHF 600,000 200,000 699,467 233,156 228,439 CHF 78,478 CHF 96.75% 96.75%
07/11/2024 2.78% 0.32 CHF 0.33 CHF 750,000 250,000 632,848 210,949 224,392 CHF 76,907 CHF 98.61% 98.61%

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