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
18/11/2024 1.71% 0.63 CHF 0.64 CHF 250,000 100,000 250,000 100,000 145,788 CHF 59,315 CHF 99.22% 99.22%
15/11/2024 1.42% 0.59 CHF 0.60 CHF 250,000 100,000 250,000 100,000 175,478 CHF 71,191 CHF 99.16% 99.16%
14/11/2024 1.21% 0.97 CHF 0.98 CHF 250,000 100,000 250,000 100,000 208,125 CHF 84,250 CHF 99.16% 99.16%
13/11/2024 1.37% 0.76 CHF 0.77 CHF 250,000 100,000 250,000 100,000 181,540 CHF 73,616 CHF 99.16% 99.16%
12/11/2024 1.04% 0.77 CHF 0.78 CHF 250,000 100,000 250,000 100,000 240,693 CHF 97,277 CHF 99.16% 99.16%
11/11/2024 0.81% 1.21 CHF 1.22 CHF 250,000 100,000 250,000 100,000 308,067 CHF 124,227 CHF 99.17% 99.17%
08/11/2024 0.95% 1.00 CHF 1.01 CHF 250,000 100,000 250,000 100,000 262,864 CHF 106,146 CHF 99.17% 99.17%
07/11/2024 0.77% 1.26 CHF 1.27 CHF 250,000 100,000 250,000 100,000 324,420 CHF 130,768 CHF 98.04% 98.04%
06/11/2024 0.73% 1.08 CHF 1.09 CHF 250,000 100,000 250,000 100,000 348,198 CHF 140,279 CHF 99.16% 99.16%
05/11/2024 0.85% 1.14 CHF 1.15 CHF 250,000 100,000 250,000 100,000 291,536 CHF 117,614 CHF 99.16% 99.16%

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