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 3.03% 0.32 CHF 0.33 CHF 175,000 175,000 172,811 172,813 56,184 CHF 57,912 CHF 99.97% 99.97%
19/11/2024 3.13% 0.33 CHF 0.34 CHF 175,000 175,000 171,980 171,980 54,118 CHF 55,837 CHF 99.79% 99.79%
18/11/2024 2.85% 0.31 CHF 0.32 CHF 175,000 175,000 156,501 156,501 54,201 CHF 55,766 CHF 99.88% 99.88%
15/11/2024 2.81% 0.40 CHF 0.41 CHF 150,000 150,000 153,517 153,516 53,870 CHF 55,405 CHF 100.00% 100.00%
14/11/2024 3.01% 0.33 CHF 0.34 CHF 175,000 175,000 165,242 165,244 54,073 CHF 55,726 CHF 99.64% 99.64%
13/11/2024 3.31% 0.29 CHF 0.30 CHF 200,000 200,000 179,928 179,927 53,470 CHF 55,269 CHF 99.96% 99.96%
12/11/2024 3.56% 0.25 CHF 0.26 CHF 200,000 200,000 192,156 192,157 53,029 CHF 54,951 CHF 99.76% 99.76%
11/11/2024 2.63% 0.34 CHF 0.35 CHF 175,000 175,000 144,551 144,550 54,174 CHF 55,620 CHF 99.80% 99.80%
08/11/2024 2.67% 0.39 CHF 0.40 CHF 150,000 150,000 150,000 150,000 55,597 CHF 57,097 CHF 99.81% 99.81%
07/11/2024 2.65% 0.36 CHF 0.37 CHF 150,000 150,000 150,558 150,558 56,196 CHF 57,702 CHF 99.89% 99.89%

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