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 3.81% 0.29 CHF 0.30 CHF 1,500,000 200,000 1,500,000 200,000 387,151 CHF 53,620 CHF 99.13% 99.13%
19/11/2024 3.52% 0.27 CHF 0.28 CHF 1,500,000 200,000 1,500,000 200,000 420,272 CHF 58,036 CHF 99.37% 99.37%
18/11/2024 3.70% 0.26 CHF 0.27 CHF 1,500,000 200,000 1,500,000 200,000 398,053 CHF 55,074 CHF 99.23% 99.23%
15/11/2024 4.67% 0.24 CHF 0.25 CHF 1,500,000 200,000 1,500,000 200,000 314,081 CHF 43,878 CHF 98.78% 98.78%
14/11/2024 4.97% 0.18 CHF 0.19 CHF 1,500,000 200,000 1,500,000 200,000 294,947 CHF 41,326 CHF 99.37% 99.37%
13/11/2024 4.55% 0.22 CHF 0.23 CHF 1,500,000 200,000 1,500,000 200,000 322,723 CHF 45,030 CHF 99.38% 99.38%
12/11/2024 5.14% 0.20 CHF 0.21 CHF 1,500,000 200,000 1,500,000 200,000 284,616 CHF 39,949 CHF 99.37% 99.37%
11/11/2024 5.99% 0.17 CHF 0.18 CHF 1,500,000 200,000 1,500,000 200,000 243,300 CHF 34,440 CHF 99.37% 99.37%
08/11/2024 6.13% 0.18 CHF 0.19 CHF 1,500,000 200,000 1,500,000 200,000 238,407 CHF 33,788 CHF 99.38% 99.38%
07/11/2024 6.31% 0.15 CHF 0.16 CHF 1,500,000 200,000 1,500,000 200,000 231,365 CHF 32,849 CHF 99.29% 99.29%

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