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 2.17% 0.47 CHF 0.48 CHF 175,000 175,000 175,000 175,000 79,604 CHF 81,354 CHF 99.58% 99.58%
19/11/2024 2.11% 0.46 CHF 0.47 CHF 175,000 175,000 175,000 175,000 82,125 CHF 83,875 CHF 99.50% 99.50%
18/11/2024 2.26% 0.44 CHF 0.45 CHF 175,000 175,000 175,000 175,000 76,547 CHF 78,297 CHF 99.58% 99.58%
15/11/2024 2.25% 0.44 CHF 0.45 CHF 150,000 150,000 150,000 150,000 65,816 CHF 67,316 CHF 98.94% 98.94%
14/11/2024 2.10% 0.47 CHF 0.48 CHF 150,000 150,000 150,000 150,000 70,858 CHF 72,358 CHF 99.47% 99.47%
13/11/2024 2.13% 0.48 CHF 0.49 CHF 150,000 150,000 150,000 150,000 69,770 CHF 71,270 CHF 99.51% 99.51%
12/11/2024 2.20% 0.47 CHF 0.48 CHF 200,000 200,000 200,000 200,000 89,879 CHF 91,879 CHF 99.55% 99.55%
11/11/2024 2.54% 0.41 CHF 0.42 CHF 175,000 175,000 175,000 175,000 68,156 CHF 69,906 CHF 99.59% 99.59%
08/11/2024 2.33% 0.43 CHF 0.44 CHF 225,000 225,000 225,000 225,000 95,558 CHF 97,808 CHF 99.15% 99.20%
07/11/2024 2.60% 0.36 CHF 0.37 CHF 175,000 175,000 175,000 175,000 66,465 CHF 68,215 CHF 99.53% 99.53%

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