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 3.13% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 188,797 CHF 64,932 CHF 98.92% 98.92%
19/11/2024 2.52% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 236,709 CHF 80,903 CHF 90.32% 90.32%
18/11/2024 1.80% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 329,611 CHF 111,870 CHF 97.04% 97.04%
15/11/2024 1.72% 0.57 CHF 0.58 CHF 600,000 200,000 600,000 200,000 345,371 CHF 117,124 CHF 98.92% 98.92%
14/11/2024 1.64% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 362,798 CHF 122,933 CHF 98.93% 98.93%
13/11/2024 1.68% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 354,744 CHF 120,248 CHF 96.52% 96.52%
12/11/2024 1.72% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 346,162 CHF 117,387 CHF 96.35% 96.35%
11/11/2024 1.79% 0.57 CHF 0.58 CHF 600,000 200,000 600,000 200,000 333,000 CHF 113,000 CHF 98.86% 98.86%
08/11/2024 1.87% 0.54 CHF 0.55 CHF 600,000 200,000 600,000 200,000 318,139 CHF 108,046 CHF 98.90% 98.90%
07/11/2024 2.04% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 292,060 CHF 99,353 CHF 98.25% 98.25%

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