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 2.55% 0.38 CHF 0.39 CHF 750,000 250,000 750,000 250,000 290,282 CHF 99,261 CHF 99.34% 99.34%
19/11/2024 2.61% 0.38 CHF 0.39 CHF 750,000 250,000 750,000 250,000 284,010 CHF 97,170 CHF 96.61% 96.61%
18/11/2024 2.41% 0.40 CHF 0.41 CHF 750,000 250,000 750,000 250,000 307,056 CHF 104,852 CHF 97.68% 97.68%
15/11/2024 2.22% 0.41 CHF 0.42 CHF 750,000 250,000 612,959 204,320 272,703 CHF 92,944 CHF 96.50% 96.50%
14/11/2024 2.23% 0.45 CHF 0.46 CHF 600,000 200,000 600,000 200,000 266,418 CHF 90,806 CHF 99.32% 99.32%
13/11/2024 2.22% 0.44 CHF 0.45 CHF 600,000 200,000 600,000 200,000 267,732 CHF 91,244 CHF 98.81% 98.81%
12/11/2024 2.11% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 281,074 CHF 95,692 CHF 99.26% 99.26%
11/11/2024 2.18% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 272,385 CHF 92,795 CHF 99.37% 99.37%
08/11/2024 2.32% 0.45 CHF 0.46 CHF 600,000 200,000 716,464 238,821 304,419 CHF 103,861 CHF 99.35% 99.35%
07/11/2024 2.36% 0.42 CHF 0.43 CHF 750,000 250,000 749,242 249,747 314,369 CHF 107,287 CHF 98.77% 98.77%

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