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 2.71% 0.40 CHF 0.41 CHF 300,000 100,000 300,000 100,000 109,532 CHF 37,511 CHF 99.36% 99.36%
19/11/2024 2.66% 0.39 CHF 0.40 CHF 300,000 100,000 300,000 100,000 111,721 CHF 38,240 CHF 99.34% 99.34%
18/11/2024 2.66% 0.40 CHF 0.41 CHF 300,000 100,000 300,000 100,000 111,539 CHF 38,180 CHF 94.62% 94.62%
15/11/2024 1.90% 0.45 CHF 0.46 CHF 300,000 100,000 300,000 100,000 156,994 CHF 53,331 CHF 99.36% 99.36%
14/11/2024 1.71% 0.56 CHF 0.57 CHF 300,000 100,000 300,000 100,000 174,018 CHF 59,006 CHF 99.36% 99.36%
13/11/2024 1.55% 0.59 CHF 0.60 CHF 300,000 100,000 300,000 100,000 191,936 CHF 64,979 CHF 93.56% 93.56%
12/11/2024 1.28% 0.75 CHF 0.76 CHF 300,000 100,000 300,000 100,000 233,552 CHF 78,851 CHF 96.93% 96.93%
11/11/2024 1.31% 0.83 CHF 0.84 CHF 300,000 100,000 300,000 100,000 228,817 CHF 77,273 CHF 99.37% 99.37%
08/11/2024 1.28% 0.72 CHF 0.73 CHF 300,000 100,000 300,000 100,000 233,453 CHF 78,818 CHF 90.83% 90.83%
07/11/2024 1.59% 0.76 CHF 0.77 CHF 300,000 100,000 300,000 100,000 187,874 CHF 63,625 CHF 88.30% 88.30%

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