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
13/11/2024 1.59% 0.69 CHF 0.70 CHF 80,000 75,000 80,000 53,405 52,420 CHF 35,628 CHF 97.11% 97.11%
12/11/2024 1.74% 0.66 CHF 0.67 CHF 80,000 75,000 87,394 52,722 53,608 CHF 33,115 CHF 99.51% 99.51%
11/11/2024 2.40% 0.43 CHF 0.45 CHF 120,000 75,000 119,432 48,092 53,184 CHF 21,915 CHF 62.22% 99.66%
08/11/2024 - 0.36 CHF - CHF 140,000 0 0 0 0 CHF 0 CHF 0.00% 58.90%
07/11/2024 - 0.27 CHF - CHF 190,000 0 0 0 0 CHF 0 CHF 0.00% 87.60%
06/11/2024 2.20% 0.44 CHF 0.45 CHF 120,000 75,000 110,257 36,780 52,124 CHF 17,769 CHF 90.14% 90.14%
05/11/2024 - 0.30 CHF - CHF 170,000 0 0 0 0 CHF 0 CHF 0.00% 96.84%
04/11/2024 - 0.29 CHF - CHF 180,000 0 0 0 0 CHF 0 CHF 0.00% 92.25%
01/11/2024 - 0.28 CHF - CHF 180,000 0 0 0 0 CHF 0 CHF 0.00% 99.74%
31/10/2024 3.13% 0.31 CHF 0.32 CHF 170,000 75,000 153,978 41,935 52,004 CHF 14,415 CHF 99.75% 99.75%

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