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
25/11/2024 3.17% 0.33 CHF 0.34 CHF 175,000 175,000 175,491 175,491 54,643 CHF 56,398 CHF 97.95% 97.95%
22/11/2024 3.01% 0.31 CHF 0.32 CHF 175,000 175,000 164,574 164,574 53,865 CHF 55,511 CHF 99.38% 99.38%
20/11/2024 3.81% 0.27 CHF 0.28 CHF 200,000 200,000 205,170 205,170 52,777 CHF 54,829 CHF 99.39% 99.39%
19/11/2024 3.34% 0.29 CHF 0.30 CHF 175,000 175,000 181,519 181,519 53,476 CHF 55,291 CHF 98.61% 98.61%
18/11/2024 3.94% 0.24 CHF 0.25 CHF 225,000 225,000 213,716 213,716 53,257 CHF 55,394 CHF 99.27% 99.27%
15/11/2024 3.78% 0.26 CHF 0.27 CHF 200,000 200,000 200,260 200,260 52,099 CHF 54,102 CHF 99.37% 99.37%
14/11/2024 3.62% 0.25 CHF 0.26 CHF 200,000 200,000 194,218 194,218 52,693 CHF 54,635 CHF 99.33% 99.33%
13/11/2024 2.97% 0.30 CHF 0.31 CHF 175,000 175,000 166,599 166,598 55,160 CHF 56,825 CHF 99.38% 99.38%
12/11/2024 3.09% 0.37 CHF 0.38 CHF 150,000 150,000 168,461 168,461 53,648 CHF 55,332 CHF 99.04% 99.04%
11/11/2024 5.38% 0.20 CHF 0.21 CHF 300,000 300,000 291,783 291,783 52,839 CHF 55,757 CHF 99.27% 99.27%

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