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 1.90% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 312,727 CHF 106,242 CHF 99.00% 99.00%
19/11/2024 1.90% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 312,435 CHF 106,145 CHF 99.44% 99.44%
18/11/2024 1.86% 0.53 CHF 0.54 CHF 600,000 200,000 600,000 200,000 319,747 CHF 108,582 CHF 97.66% 97.66%
15/11/2024 1.79% 0.53 CHF 0.54 CHF 600,000 200,000 600,000 200,000 332,036 CHF 112,679 CHF 99.44% 99.44%
14/11/2024 1.78% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 333,713 CHF 113,238 CHF 99.09% 99.09%
13/11/2024 1.77% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 335,983 CHF 113,994 CHF 96.76% 96.76%
12/11/2024 1.77% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 335,887 CHF 113,962 CHF 96.35% 96.35%
11/11/2024 1.83% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 325,739 CHF 110,580 CHF 98.66% 98.66%
08/11/2024 1.74% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 342,803 CHF 116,268 CHF 90.61% 90.61%
07/11/2024 1.67% 0.58 CHF 0.59 CHF 600,000 200,000 600,000 200,000 357,394 CHF 121,131 CHF 98.67% 98.67%

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