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 3.97% 0.23 CHF 0.24 CHF 600,000 200,000 600,000 200,000 148,131 CHF 51,377 CHF 99.14% 99.14%
19/11/2024 4.13% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 142,316 CHF 49,439 CHF 99.37% 99.37%
18/11/2024 3.96% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 148,695 CHF 51,565 CHF 99.22% 99.22%
15/11/2024 3.43% 0.27 CHF 0.28 CHF 600,000 200,000 600,000 200,000 172,181 CHF 59,394 CHF 98.77% 98.77%
14/11/2024 3.24% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 182,256 CHF 62,752 CHF 99.37% 99.37%
13/11/2024 3.34% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 176,797 CHF 60,933 CHF 99.37% 99.37%
12/11/2024 3.10% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 190,663 CHF 65,554 CHF 99.37% 99.37%
11/11/2024 2.85% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 207,661 CHF 71,220 CHF 99.38% 99.38%
08/11/2024 2.78% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 213,387 CHF 73,129 CHF 99.37% 99.37%
07/11/2024 2.66% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 223,093 CHF 76,364 CHF 99.29% 99.29%

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