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 4.35% 0.22 CHF 0.23 CHF 250,000 250,000 237,058 237,059 53,226 CHF 55,597 CHF 99.38% 99.38%
19/11/2024 4.36% 0.22 CHF 0.23 CHF 250,000 250,000 238,621 238,621 53,528 CHF 55,914 CHF 99.28% 99.28%
18/11/2024 4.32% 0.23 CHF 0.24 CHF 225,000 225,000 235,829 235,829 53,348 CHF 55,706 CHF 99.28% 99.28%
15/11/2024 4.90% 0.22 CHF 0.23 CHF 250,000 250,000 262,112 262,112 52,206 CHF 54,827 CHF 99.38% 99.38%
14/11/2024 4.08% 0.25 CHF 0.26 CHF 225,000 225,000 224,266 224,266 53,831 CHF 56,073 CHF 99.35% 99.35%
13/11/2024 4.26% 0.24 CHF 0.25 CHF 225,000 225,000 230,163 230,163 52,919 CHF 55,221 CHF 99.38% 99.38%
12/11/2024 4.55% 0.24 CHF 0.25 CHF 225,000 225,000 247,455 247,455 53,158 CHF 55,632 CHF 99.07% 99.07%
11/11/2024 5.75% 0.18 CHF 0.19 CHF 300,000 300,000 306,282 306,281 51,805 CHF 54,868 CHF 99.28% 99.28%
08/11/2024 5.66% 0.18 CHF 0.19 CHF 275,000 275,000 299,638 299,638 51,487 CHF 54,484 CHF 99.37% 99.37%
07/11/2024 4.78% 0.18 CHF 0.19 CHF 300,000 300,000 255,735 255,735 52,231 CHF 54,788 CHF 99.21% 99.21%

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