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 3.52% 0.27 CHF 0.28 CHF 200,000 200,000 195,134 195,134 54,526 CHF 56,477 CHF 99.50% 99.50%
19/11/2024 3.36% 0.29 CHF 0.30 CHF 175,000 175,000 175,532 175,532 51,419 CHF 53,174 CHF 96.06% 96.06%
18/11/2024 3.74% 0.27 CHF 0.28 CHF 200,000 200,000 200,000 200,000 52,499 CHF 54,499 CHF 98.47% 98.47%
15/11/2024 3.44% 0.27 CHF 0.28 CHF 200,000 200,000 181,947 181,947 51,957 CHF 53,776 CHF 99.17% 99.17%
14/11/2024 3.33% 0.31 CHF 0.32 CHF 175,000 175,000 175,000 175,000 51,795 CHF 53,545 CHF 99.39% 99.39%
13/11/2024 3.06% 0.29 CHF 0.30 CHF 175,000 165,000 155,965 155,965 50,212 CHF 51,771 CHF 97.51% 97.51%
12/11/2024 3.13% 0.31 CHF 0.32 CHF 88,000 88,000 87,526 87,526 27,538 CHF 28,414 CHF 99.14% 99.14%
11/11/2024 2.70% 0.34 CHF 0.35 CHF 75,000 75,000 75,274 75,274 27,526 CHF 28,279 CHF 98.13% 98.13%
08/11/2024 2.30% 0.41 CHF 0.42 CHF 75,000 75,000 66,783 66,783 28,649 CHF 29,317 CHF 99.41% 99.41%
07/11/2024 2.73% 0.41 CHF 0.42 CHF 75,000 75,000 75,314 75,314 27,273 CHF 28,026 CHF 98.81% 98.81%

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