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
13/11/2024 3.83% 0.25 CHF 0.26 CHF 225,000 225,000 205,996 205,996 52,742 CHF 54,802 CHF 99.39% 99.39%
12/11/2024 3.46% 0.27 CHF 0.28 CHF 200,000 200,000 184,759 184,759 52,435 CHF 54,283 CHF 99.06% 99.06%
11/11/2024 3.42% 0.29 CHF 0.30 CHF 175,000 175,000 181,781 181,781 52,199 CHF 54,016 CHF 99.27% 99.27%
08/11/2024 3.10% 0.31 CHF 0.32 CHF 175,000 175,000 172,089 172,089 54,696 CHF 56,417 CHF 99.39% 99.39%
07/11/2024 2.16% 0.42 CHF 0.43 CHF 125,000 125,000 125,582 125,582 57,707 CHF 58,963 CHF 99.27% 99.27%
06/11/2024 2.54% 0.37 CHF 0.38 CHF 150,000 150,000 140,680 140,680 54,681 CHF 56,088 CHF 99.37% 99.37%
05/11/2024 2.72% 0.38 CHF 0.39 CHF 150,000 150,000 150,665 150,665 54,620 CHF 56,127 CHF 99.38% 99.38%
04/11/2024 2.81% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 52,679 CHF 54,179 CHF 99.19% 99.19%
01/11/2024 2.79% 0.34 CHF 0.35 CHF 150,000 150,000 150,000 150,000 53,161 CHF 54,661 CHF 96.97% 96.97%
31/10/2024 2.68% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 55,281 CHF 56,781 CHF 99.39% 99.39%

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