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 3.01% 0.33 CHF 0.34 CHF 175,000 175,000 171,437 171,437 56,148 CHF 57,862 CHF 97.95% 97.95%
22/11/2024 2.92% 0.33 CHF 0.34 CHF 175,000 175,000 157,502 157,502 53,069 CHF 54,644 CHF 99.39% 99.39%
20/11/2024 3.29% 0.31 CHF 0.32 CHF 175,000 175,000 175,260 175,260 52,353 CHF 54,105 CHF 99.39% 99.39%
19/11/2024 3.12% 0.31 CHF 0.32 CHF 175,000 175,000 174,827 174,827 55,292 CHF 57,040 CHF 99.28% 99.28%
18/11/2024 3.38% 0.28 CHF 0.29 CHF 200,000 200,000 181,996 181,996 52,906 CHF 54,726 CHF 99.28% 99.28%
15/11/2024 3.34% 0.29 CHF 0.30 CHF 175,000 175,000 175,523 175,523 51,717 CHF 53,473 CHF 99.38% 99.38%
14/11/2024 3.29% 0.29 CHF 0.30 CHF 175,000 175,000 176,829 176,829 52,981 CHF 54,749 CHF 99.35% 99.35%
13/11/2024 2.97% 0.32 CHF 0.33 CHF 175,000 175,000 168,172 168,172 55,806 CHF 57,487 CHF 99.39% 99.39%
12/11/2024 3.01% 0.35 CHF 0.36 CHF 150,000 150,000 162,045 162,045 52,996 CHF 54,617 CHF 99.05% 99.05%
11/11/2024 4.10% 0.25 CHF 0.26 CHF 225,000 225,000 221,591 221,591 52,964 CHF 55,180 CHF 99.27% 99.27%

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