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 2.00% 0.48 CHF 0.49 CHF 370,000 370,000 368,463 368,463 182,195 CHF 185,880 CHF 99.29% 99.29%
19/11/2024 2.07% 0.48 CHF 0.49 CHF 370,000 370,000 370,049 370,049 176,596 CHF 180,297 CHF 98.49% 98.49%
18/11/2024 2.10% 0.48 CHF 0.49 CHF 370,000 370,000 369,933 369,933 173,993 CHF 177,693 CHF 99.83% 99.83%
15/11/2024 2.07% 0.48 CHF 0.49 CHF 370,000 370,000 368,469 368,469 176,549 CHF 180,233 CHF 99.63% 99.63%
14/11/2024 2.00% 0.50 CHF 0.51 CHF 370,000 370,000 368,443 368,443 182,593 CHF 186,277 CHF 97.88% 97.88%
13/11/2024 2.40% 0.40 CHF 0.41 CHF 380,000 380,000 378,649 378,649 155,816 CHF 159,602 CHF 99.06% 99.06%
12/11/2024 2.19% 0.43 CHF 0.44 CHF 380,000 380,000 375,513 375,513 170,002 CHF 173,757 CHF 99.31% 99.31%
11/11/2024 2.05% 0.49 CHF 0.50 CHF 370,000 370,000 368,470 368,470 177,631 CHF 181,316 CHF 99.76% 99.76%
08/11/2024 2.15% 0.47 CHF 0.48 CHF 370,000 370,000 371,660 371,660 171,211 CHF 174,928 CHF 98.53% 98.53%
07/11/2024 2.23% 0.45 CHF 0.46 CHF 380,000 380,000 376,710 376,710 166,964 CHF 170,731 CHF 99.17% 99.17%

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