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
22/11/2024 3.46% 0.33 CHF 0.34 CHF 250,000 250,000 187,399 129,396 57,356 CHF 41,327 CHF 99.46% 99.46%
20/11/2024 3.47% 0.29 CHF 0.30 CHF 250,000 250,000 194,967 129,507 56,798 CHF 39,128 CHF 99.15% 99.15%
19/11/2024 3.75% 0.27 CHF 0.28 CHF 250,000 250,000 194,930 129,762 55,144 CHF 37,710 CHF 98.28% 98.28%
18/11/2024 3.11% 0.32 CHF 0.33 CHF 250,000 250,000 179,132 129,235 58,591 CHF 43,459 CHF 98.54% 98.54%
15/11/2024 4.56% 0.31 CHF 0.32 CHF 250,000 250,000 187,166 130,474 58,154 CHF 42,376 CHF 95.82% 95.82%
14/11/2024 3.26% 0.33 CHF 0.34 CHF 250,000 250,000 171,437 129,569 59,156 CHF 45,989 CHF 98.86% 98.86%
13/11/2024 4.48% 0.34 CHF 0.35 CHF 250,000 250,000 180,311 133,066 58,912 CHF 45,496 CHF 91.47% 91.47%
12/11/2024 3.45% 0.32 CHF 0.33 CHF 250,000 250,000 177,962 130,578 58,711 CHF 44,564 CHF 95.61% 95.61%
11/11/2024 3.93% 0.32 CHF 0.33 CHF 250,000 250,000 196,003 129,393 57,385 CHF 39,979 CHF 99.07% 99.07%
08/11/2024 4.58% 0.26 CHF 0.27 CHF 250,000 250,000 223,573 129,735 53,349 CHF 32,833 CHF 98.39% 98.39%

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