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 3.89% 0.26 CHF 0.27 CHF 250,000 100,000 250,000 100,000 63,036 CHF 26,214 CHF 99.17% 99.17%
19/11/2024 3.95% 0.24 CHF 0.25 CHF 250,000 100,000 250,000 100,000 62,173 CHF 25,869 CHF 99.17% 99.17%
18/11/2024 4.02% 0.25 CHF 0.26 CHF 250,000 100,000 250,000 100,000 60,996 CHF 25,398 CHF 99.23% 99.23%
15/11/2024 3.95% 0.23 CHF 0.24 CHF 250,000 100,000 250,000 100,000 62,059 CHF 25,824 CHF 99.17% 99.17%
14/11/2024 3.58% 0.26 CHF 0.27 CHF 250,000 100,000 250,000 100,000 68,569 CHF 28,428 CHF 99.16% 99.16%
13/11/2024 3.28% 0.31 CHF 0.32 CHF 250,000 100,000 250,000 100,000 75,046 CHF 31,019 CHF 99.17% 99.17%
12/11/2024 3.07% 0.34 CHF 0.35 CHF 250,000 100,000 250,000 100,000 80,435 CHF 33,174 CHF 99.17% 99.17%
11/11/2024 3.86% 0.27 CHF 0.28 CHF 250,000 100,000 250,000 100,000 63,564 CHF 26,426 CHF 99.17% 99.17%
08/11/2024 3.92% 0.25 CHF 0.26 CHF 250,000 100,000 250,000 100,000 62,574 CHF 26,030 CHF 99.17% 99.17%
07/11/2024 3.71% 0.27 CHF 0.28 CHF 250,000 100,000 250,000 100,000 66,101 CHF 27,440 CHF 98.60% 98.60%

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