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 2.45% 0.44 CHF 0.44 CHF 250,000 250,000 147,787 129,408 63,502 CHF 56,835 CHF 99.38% 99.38%
19/11/2024 2.46% 0.41 CHF 0.42 CHF 250,000 250,000 148,973 129,639 62,429 CHF 55,365 CHF 98.60% 98.60%
18/11/2024 2.24% 0.46 CHF 0.47 CHF 250,000 250,000 139,699 129,148 64,940 CHF 61,170 CHF 98.75% 98.75%
15/11/2024 2.30% 0.45 CHF 0.46 CHF 250,000 250,000 148,554 130,378 66,971 CHF 59,990 CHF 96.03% 96.03%
14/11/2024 2.14% 0.48 CHF 0.48 CHF 250,000 250,000 140,004 129,481 67,810 CHF 63,836 CHF 99.07% 99.07%
13/11/2024 2.22% 0.49 CHF 0.49 CHF 250,000 250,000 141,967 131,737 66,354 CHF 62,792 CHF 93.66% 93.66%
12/11/2024 2.23% 0.47 CHF 0.47 CHF 250,000 250,000 141,633 130,472 66,281 CHF 62,235 CHF 95.87% 95.87%
11/11/2024 2.47% 0.47 CHF 0.47 CHF 250,000 250,000 151,101 129,307 65,434 CHF 57,496 CHF 99.27% 99.27%
08/11/2024 2.80% 0.40 CHF 0.40 CHF 250,000 250,000 163,670 129,650 61,604 CHF 50,218 CHF 98.59% 98.59%
07/11/2024 2.73% 0.39 CHF 0.39 CHF 250,000 250,000 164,156 130,533 62,629 CHF 51,101 CHF 97.25% 97.25%

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