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
25/11/2024 1.82% 0.58 CHF 0.59 CHF 600,000 200,000 600,000 200,000 327,150 CHF 111,050 CHF 98.02% 98.02%
22/11/2024 2.32% 0.54 CHF 0.55 CHF 600,000 200,000 736,918 245,639 314,920 CHF 107,430 CHF 98.44% 98.44%
20/11/2024 2.54% 0.33 CHF 0.34 CHF 750,000 250,000 750,000 250,000 292,612 CHF 100,037 CHF 98.86% 98.86%
19/11/2024 2.94% 0.42 CHF 0.43 CHF 750,000 250,000 750,000 250,000 252,808 CHF 86,769 CHF 88.35% 88.35%
18/11/2024 3.51% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 210,026 CHF 72,509 CHF 97.18% 97.18%
15/11/2024 3.32% 0.25 CHF 0.26 CHF 750,000 250,000 751,642 250,547 224,485 CHF 77,334 CHF 90.28% 90.28%
14/11/2024 1.88% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 316,797 CHF 107,599 CHF 98.93% 98.93%
13/11/2024 2.40% 0.50 CHF 0.51 CHF 600,000 200,000 719,172 239,724 295,808 CHF 101,000 CHF 99.03% 99.03%
12/11/2024 2.30% 0.41 CHF 0.42 CHF 750,000 250,000 738,011 246,004 317,513 CHF 108,298 CHF 99.33% 99.33%
11/11/2024 2.09% 0.44 CHF 0.45 CHF 750,000 250,000 606,343 202,114 287,503 CHF 97,856 CHF 99.35% 99.35%

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