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 3.87% 0.25 CHF 0.26 CHF 200,000 200,000 202,856 202,856 51,413 CHF 53,442 CHF 99.39% 99.39%
19/11/2024 3.72% 0.25 CHF 0.26 CHF 225,000 225,000 201,431 201,431 53,165 CHF 55,179 CHF 99.27% 99.27%
18/11/2024 3.35% 0.27 CHF 0.28 CHF 175,000 175,000 181,289 181,289 53,237 CHF 55,050 CHF 99.28% 99.28%
15/11/2024 3.03% 0.32 CHF 0.33 CHF 175,000 175,000 169,405 169,405 55,067 CHF 56,761 CHF 99.39% 99.39%
14/11/2024 2.30% 0.37 CHF 0.38 CHF 150,000 150,000 132,367 132,367 57,035 CHF 58,359 CHF 99.36% 99.36%
13/11/2024 2.01% 0.50 CHF 0.51 CHF 125,000 125,000 116,462 116,462 57,186 CHF 58,351 CHF 99.38% 99.38%
12/11/2024 1.82% 0.50 CHF 0.51 CHF 100,000 100,000 100,000 100,000 54,493 CHF 55,493 CHF 99.05% 99.05%
11/11/2024 1.65% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 60,129 CHF 61,129 CHF 99.21% 99.21%
08/11/2024 1.94% 0.59 CHF 0.60 CHF 100,000 100,000 110,644 110,644 56,529 CHF 57,635 CHF 99.39% 99.39%
07/11/2024 2.95% 0.35 CHF 0.36 CHF 150,000 150,000 158,021 158,021 52,721 CHF 54,301 CHF 99.28% 99.28%

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