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 3.06% 0.31 CHF 0.32 CHF 300,000 100,000 300,000 100,000 96,932 CHF 33,311 CHF 97.84% 97.84%
19/11/2024 2.81% 0.35 CHF 0.36 CHF 300,000 100,000 300,000 100,000 105,538 CHF 36,179 CHF 94.33% 94.33%
18/11/2024 2.55% 0.36 CHF 0.37 CHF 300,000 100,000 300,000 100,000 116,435 CHF 39,812 CHF 94.54% 94.54%
15/11/2024 2.60% 0.43 CHF 0.44 CHF 300,000 100,000 300,000 100,000 114,428 CHF 39,143 CHF 96.42% 96.42%
14/11/2024 2.63% 0.39 CHF 0.40 CHF 300,000 100,000 300,000 100,000 112,626 CHF 38,542 CHF 97.74% 97.74%
13/11/2024 2.55% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 116,549 CHF 39,850 CHF 95.07% 95.07%
12/11/2024 2.31% 0.41 CHF 0.42 CHF 300,000 100,000 300,000 100,000 128,445 CHF 43,815 CHF 96.41% 96.41%
11/11/2024 2.22% 0.45 CHF 0.46 CHF 300,000 100,000 300,000 100,000 133,934 CHF 45,645 CHF 97.80% 97.80%
08/11/2024 2.02% 0.49 CHF 0.50 CHF 300,000 100,000 300,000 100,000 147,281 CHF 50,094 CHF 92.38% 92.38%
07/11/2024 1.94% 0.48 CHF 0.49 CHF 300,000 100,000 300,000 100,000 153,606 CHF 52,202 CHF 98.18% 98.18%

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