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 1.72% 0.60 CHF 0.61 CHF 200,000 200,000 199,597 199,597 115,396 CHF 117,392 CHF 99.48% 99.48%
19/11/2024 1.61% 0.62 CHF 0.63 CHF 205,000 205,000 203,401 203,401 125,819 CHF 127,853 CHF 99.41% 99.41%
18/11/2024 1.76% 0.56 CHF 0.57 CHF 200,000 200,000 199,175 199,175 112,288 CHF 114,280 CHF 99.90% 99.90%
15/11/2024 1.70% 0.58 CHF 0.59 CHF 200,000 200,000 199,175 199,175 116,232 CHF 118,224 CHF 100.00% 100.00%
14/11/2024 1.61% 0.60 CHF 0.61 CHF 200,000 200,000 201,617 201,617 124,665 CHF 126,681 CHF 98.65% 98.65%
13/11/2024 1.56% 0.68 CHF 0.69 CHF 205,000 205,000 203,633 203,633 130,132 CHF 132,168 CHF 100.00% 100.00%
12/11/2024 1.68% 0.63 CHF 0.64 CHF 205,000 205,000 199,775 199,775 118,242 CHF 120,240 CHF 99.88% 99.88%
11/11/2024 1.64% 0.56 CHF 0.57 CHF 200,000 200,000 199,745 199,745 120,593 CHF 122,590 CHF 100.00% 100.00%
08/11/2024 1.50% 0.68 CHF 0.69 CHF 205,000 205,000 203,525 203,525 135,228 CHF 137,263 CHF 98.50% 98.50%
07/11/2024 1.77% 0.58 CHF 0.59 CHF 200,000 200,000 195,141 195,141 109,102 CHF 111,053 CHF 100.00% 100.00%

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