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 2.31% 0.44 CHF 0.45 CHF 600,000 200,000 600,000 200,000 256,612 CHF 87,537 CHF 98.90% 98.90%
19/11/2024 2.86% 0.41 CHF 0.42 CHF 600,000 200,000 600,000 200,000 208,436 CHF 71,479 CHF 90.32% 90.32%
18/11/2024 4.99% 0.20 CHF 0.21 CHF 600,000 200,000 600,000 200,000 117,384 CHF 41,128 CHF 97.08% 97.08%
15/11/2024 5.65% 0.18 CHF 0.19 CHF 600,000 200,000 600,000 200,000 103,426 CHF 36,475 CHF 98.92% 98.92%
14/11/2024 6.78% 0.15 CHF 0.16 CHF 600,000 200,000 600,000 200,000 85,716 CHF 30,572 CHF 98.93% 98.93%
13/11/2024 6.21% 0.14 CHF 0.16 CHF 600,000 200,000 600,000 200,000 93,881 CHF 33,294 CHF 96.39% 96.39%
12/11/2024 5.73% 0.16 CHF 0.17 CHF 600,000 200,000 600,000 200,000 101,917 CHF 35,972 CHF 96.53% 96.53%
11/11/2024 5.06% 0.18 CHF 0.19 CHF 600,000 200,000 600,000 200,000 115,775 CHF 40,592 CHF 98.86% 98.86%
08/11/2024 4.45% 0.21 CHF 0.22 CHF 600,000 200,000 600,000 200,000 131,824 CHF 45,941 CHF 98.89% 98.89%
07/11/2024 3.70% 0.26 CHF 0.27 CHF 600,000 200,000 600,000 200,000 159,783 CHF 55,261 CHF 98.22% 98.22%

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