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 4.22% 0.21 CHF 0.22 CHF 300,000 100,000 300,000 100,000 69,705 CHF 24,235 CHF 99.30% 99.30%
19/11/2024 4.15% 0.22 CHF 0.23 CHF 300,000 100,000 300,000 100,000 71,222 CHF 24,741 CHF 98.82% 98.82%
18/11/2024 4.28% 0.23 CHF 0.24 CHF 300,000 100,000 300,000 100,000 68,660 CHF 23,887 CHF 97.53% 97.53%
15/11/2024 4.13% 0.23 CHF 0.24 CHF 300,000 100,000 300,000 99,997 71,592 CHF 24,863 CHF 99.30% 99.30%
14/11/2024 2.77% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 107,023 CHF 36,674 CHF 99.31% 99.31%
13/11/2024 2.64% 0.36 CHF 0.37 CHF 300,000 100,000 300,000 100,000 112,464 CHF 38,488 CHF 96.95% 96.95%
12/11/2024 2.40% 0.41 CHF 0.42 CHF 300,000 100,000 300,000 100,000 123,536 CHF 42,179 CHF 96.75% 96.75%
11/11/2024 2.18% 0.45 CHF 0.46 CHF 300,000 100,000 300,000 100,000 136,348 CHF 46,449 CHF 98.72% 98.72%
08/11/2024 2.15% 0.45 CHF 0.46 CHF 300,000 100,000 300,000 100,000 137,856 CHF 46,952 CHF 93.25% 93.25%
07/11/2024 2.24% 0.44 CHF 0.45 CHF 300,000 100,000 300,000 100,000 132,348 CHF 45,116 CHF 98.82% 98.82%

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