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 4.45% 0.21 CHF 0.22 CHF 250,000 250,000 247,295 247,295 54,340 CHF 56,813 CHF 99.10% 99.10%
19/11/2024 4.44% 0.21 CHF 0.22 CHF 250,000 250,000 241,027 241,020 53,040 CHF 55,449 CHF 95.58% 95.58%
18/11/2024 5.23% 0.20 CHF 0.21 CHF 250,000 250,000 282,029 282,029 52,519 CHF 55,339 CHF 99.30% 99.30%
15/11/2024 5.91% 0.17 CHF 0.18 CHF 300,000 300,000 313,939 313,949 51,510 CHF 54,651 CHF 99.36% 99.36%
14/11/2024 6.22% 0.17 CHF 0.18 CHF 300,000 300,000 334,555 334,555 52,135 CHF 55,481 CHF 99.43% 99.43%
13/11/2024 5.44% 0.18 CHF 0.19 CHF 300,000 300,000 263,420 263,420 47,117 CHF 49,751 CHF 99.37% 99.37%
12/11/2024 5.71% 0.17 CHF 0.18 CHF 150,000 150,000 153,975 153,975 26,210 CHF 27,750 CHF 98.90% 98.90%
11/11/2024 4.10% 0.20 CHF 0.21 CHF 125,000 125,000 109,663 109,663 26,222 CHF 27,319 CHF 99.32% 99.32%
08/11/2024 3.68% 0.27 CHF 0.28 CHF 100,000 100,000 100,000 100,000 26,659 CHF 27,659 CHF 99.45% 99.45%
07/11/2024 3.74% 0.27 CHF 0.28 CHF 100,000 100,000 100,000 100,000 26,281 CHF 27,281 CHF 99.23% 99.23%

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