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 2.90% 0.33 CHF 0.34 CHF 750,000 250,000 750,000 250,000 255,307 CHF 87,602 CHF 99.35% 99.35%
19/11/2024 2.93% 0.34 CHF 0.35 CHF 750,000 250,000 750,000 250,000 252,463 CHF 86,655 CHF 96.74% 96.74%
18/11/2024 2.70% 0.36 CHF 0.37 CHF 750,000 250,000 749,532 249,844 274,164 CHF 93,886 CHF 97.66% 97.66%
15/11/2024 2.49% 0.36 CHF 0.37 CHF 750,000 250,000 605,942 201,981 240,616 CHF 82,225 CHF 96.55% 96.55%
14/11/2024 2.47% 0.41 CHF 0.42 CHF 600,000 200,000 600,000 200,000 240,021 CHF 82,007 CHF 99.33% 99.33%
13/11/2024 2.47% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 240,457 CHF 82,152 CHF 98.80% 98.80%
12/11/2024 2.31% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 256,290 CHF 87,430 CHF 99.26% 99.26%
11/11/2024 2.41% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 246,624 CHF 84,208 CHF 99.36% 99.36%
08/11/2024 2.59% 0.41 CHF 0.42 CHF 600,000 200,000 600,000 200,000 229,096 CHF 78,365 CHF 99.35% 99.35%
07/11/2024 2.60% 0.38 CHF 0.39 CHF 750,000 250,000 734,543 244,848 278,340 CHF 95,229 CHF 98.74% 98.74%

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