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 2.59% 0.41 CHF 0.42 CHF 250,000 250,000 155,604 129,391 63,262 CHF 53,868 CHF 99.43% 99.43%
19/11/2024 2.60% 0.39 CHF 0.39 CHF 250,000 250,000 156,211 129,632 61,942 CHF 52,405 CHF 98.62% 98.62%
18/11/2024 2.36% 0.44 CHF 0.44 CHF 250,000 250,000 147,575 129,144 65,232 CHF 58,213 CHF 98.76% 98.76%
15/11/2024 2.43% 0.43 CHF 0.43 CHF 250,000 250,000 149,147 130,373 63,815 CHF 57,001 CHF 96.04% 96.04%
14/11/2024 2.24% 0.45 CHF 0.46 CHF 250,000 250,000 140,008 129,477 64,602 CHF 60,865 CHF 99.08% 99.08%
13/11/2024 2.33% 0.46 CHF 0.47 CHF 250,000 250,000 149,464 131,735 66,404 CHF 59,793 CHF 93.67% 93.67%
12/11/2024 2.34% 0.44 CHF 0.45 CHF 250,000 250,000 148,722 130,457 66,200 CHF 59,260 CHF 95.91% 95.91%
11/11/2024 2.62% 0.44 CHF 0.45 CHF 250,000 250,000 155,883 129,303 63,914 CHF 54,561 CHF 99.28% 99.28%
08/11/2024 3.00% 0.38 CHF 0.38 CHF 250,000 250,000 171,503 129,652 60,631 CHF 47,310 CHF 98.58% 98.58%
07/11/2024 2.91% 0.37 CHF 0.37 CHF 250,000 250,000 171,434 130,529 61,501 CHF 48,157 CHF 97.26% 97.26%

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