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 2.33% 0.46 CHF 0.46 CHF 250,000 250,000 147,727 129,388 66,584 CHF 59,548 CHF 99.44% 99.44%
19/11/2024 2.35% 0.43 CHF 0.44 CHF 250,000 250,000 147,355 129,629 64,843 CHF 58,081 CHF 98.63% 98.63%
18/11/2024 2.15% 0.48 CHF 0.49 CHF 250,000 250,000 139,695 129,142 67,881 CHF 63,889 CHF 98.76% 98.76%
15/11/2024 2.20% 0.47 CHF 0.48 CHF 250,000 250,000 140,778 130,371 66,462 CHF 62,740 CHF 96.05% 96.05%
14/11/2024 2.04% 0.50 CHF 0.50 CHF 250,000 250,000 132,152 129,475 66,774 CHF 66,566 CHF 99.08% 99.08%
13/11/2024 2.12% 0.51 CHF 0.51 CHF 250,000 250,000 141,734 131,733 69,221 CHF 65,552 CHF 93.67% 93.67%
12/11/2024 2.14% 0.49 CHF 0.49 CHF 250,000 250,000 140,988 130,451 68,940 CHF 64,957 CHF 95.93% 95.93%
11/11/2024 2.35% 0.49 CHF 0.49 CHF 250,000 250,000 147,699 129,301 67,114 CHF 60,191 CHF 99.29% 99.29%
08/11/2024 2.66% 0.42 CHF 0.43 CHF 250,000 250,000 156,499 129,649 62,200 CHF 52,905 CHF 98.59% 98.59%
07/11/2024 2.57% 0.41 CHF 0.41 CHF 250,000 250,000 156,356 130,527 62,934 CHF 53,801 CHF 97.26% 97.26%

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