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 2.63% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 225,467 CHF 77,156 CHF 99.37% 99.37%
19/11/2024 2.50% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 237,025 CHF 81,008 CHF 99.07% 99.07%
18/11/2024 2.52% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 234,722 CHF 80,241 CHF 96.96% 96.96%
15/11/2024 2.41% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 246,209 CHF 84,070 CHF 99.37% 99.37%
14/11/2024 2.30% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 257,406 CHF 87,802 CHF 99.37% 99.37%
13/11/2024 2.52% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 235,450 CHF 80,483 CHF 96.88% 96.88%
12/11/2024 2.51% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 235,706 CHF 80,569 CHF 96.83% 96.83%
11/11/2024 2.42% 0.40 CHF 0.41 CHF 600,000 200,000 600,000 200,000 245,267 CHF 83,756 CHF 98.73% 98.73%
08/11/2024 2.45% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 241,668 CHF 82,556 CHF 93.14% 93.14%
07/11/2024 2.40% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 246,926 CHF 84,309 CHF 98.68% 98.68%

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