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 3.76% 0.25 CHF 0.26 CHF 300,000 100,000 300,000 100,000 78,343 CHF 27,115 CHF 99.17% 99.17%
19/11/2024 3.67% 0.28 CHF 0.29 CHF 300,000 100,000 300,000 100,000 80,370 CHF 27,790 CHF 99.17% 99.17%
18/11/2024 3.62% 0.27 CHF 0.28 CHF 300,000 100,000 300,000 100,000 81,317 CHF 28,106 CHF 99.22% 99.22%
15/11/2024 3.63% 0.28 CHF 0.29 CHF 300,000 100,000 300,000 100,000 81,281 CHF 28,094 CHF 99.17% 99.17%
14/11/2024 4.00% 0.26 CHF 0.27 CHF 300,000 100,000 300,000 100,000 73,659 CHF 25,553 CHF 99.15% 99.15%
13/11/2024 4.34% 0.22 CHF 0.23 CHF 300,000 100,000 300,000 100,000 67,625 CHF 23,542 CHF 99.16% 99.16%
12/11/2024 4.64% 0.19 CHF 0.20 CHF 300,000 100,000 301,315 100,438 63,603 CHF 22,205 CHF 99.16% 99.16%
11/11/2024 3.57% 0.26 CHF 0.27 CHF 300,000 100,000 300,000 100,000 82,573 CHF 28,524 CHF 99.16% 99.16%
08/11/2024 3.54% 0.28 CHF 0.29 CHF 300,000 100,000 300,000 100,000 83,250 CHF 28,750 CHF 99.17% 99.17%
07/11/2024 3.65% 0.26 CHF 0.27 CHF 300,000 100,000 300,000 100,000 80,601 CHF 27,867 CHF 98.18% 98.18%

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