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 3.55% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 55,305 CHF 57,305 CHF 99.07% 99.07%
19/11/2024 3.56% 0.28 CHF 0.29 CHF 200,000 200,000 198,884 198,884 54,873 CHF 56,862 CHF 95.93% 95.93%
18/11/2024 3.62% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 54,271 CHF 56,271 CHF 99.32% 99.32%
15/11/2024 3.83% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 51,271 CHF 53,271 CHF 99.45% 99.45%
14/11/2024 3.63% 0.27 CHF 0.28 CHF 200,000 200,000 200,000 200,000 54,144 CHF 56,144 CHF 99.11% 99.11%
13/11/2024 3.64% 0.27 CHF 0.28 CHF 200,000 200,000 178,090 178,090 48,025 CHF 49,806 CHF 98.76% 98.76%
12/11/2024 3.63% 0.27 CHF 0.28 CHF 100,000 100,000 99,678 99,678 26,941 CHF 27,938 CHF 99.09% 99.09%
11/11/2024 3.72% 0.28 CHF 0.29 CHF 88,000 88,000 95,775 95,775 25,315 CHF 26,273 CHF 99.32% 99.32%

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