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 3.84% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 153,494 CHF 53,165 CHF 99.38% 99.38%
19/11/2024 3.57% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 165,100 CHF 57,033 CHF 99.07% 99.07%
18/11/2024 3.62% 0.27 CHF 0.28 CHF 600,000 200,000 600,000 200,000 162,619 CHF 56,206 CHF 97.33% 97.33%
15/11/2024 3.39% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 174,001 CHF 60,000 CHF 99.38% 99.38%
14/11/2024 3.19% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 185,112 CHF 63,704 CHF 99.37% 99.37%

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