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 3.23% 0.28 CHF 0.29 CHF 450,000 150,000 450,000 150,000 137,398 CHF 47,299 CHF 99.38% 99.38%
19/11/2024 3.72% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 118,746 CHF 41,082 CHF 96.68% 96.68%
18/11/2024 3.61% 0.28 CHF 0.29 CHF 450,000 150,000 450,000 150,000 122,366 CHF 42,289 CHF 97.59% 97.59%
15/11/2024 3.24% 0.27 CHF 0.28 CHF 450,000 150,000 450,000 150,000 136,986 CHF 47,162 CHF 96.36% 96.36%
14/11/2024 2.88% 0.32 CHF 0.33 CHF 450,000 150,000 450,000 150,000 154,434 CHF 52,978 CHF 99.30% 99.30%
13/11/2024 2.80% 0.34 CHF 0.35 CHF 450,000 150,000 450,000 150,000 158,872 CHF 54,457 CHF 98.73% 98.73%
12/11/2024 2.64% 0.37 CHF 0.38 CHF 450,000 150,000 386,153 128,718 143,961 CHF 49,274 CHF 99.38% 99.38%
11/11/2024 2.44% 0.38 CHF 0.39 CHF 450,000 150,000 300,411 100,137 121,598 CHF 41,534 CHF 99.33% 99.33%
08/11/2024 2.45% 0.41 CHF 0.42 CHF 300,000 100,000 313,071 104,357 126,077 CHF 43,069 CHF 99.34% 99.34%
07/11/2024 2.38% 0.40 CHF 0.41 CHF 300,000 100,000 300,000 100,000 124,610 CHF 42,537 CHF 98.61% 98.61%

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