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
25/11/2024 5.13% 0.19 CHF 0.20 CHF 600,000 600,000 600,000 600,000 114,023 CHF 120,023 CHF 99.56% 99.56%
22/11/2024 4.87% 0.20 CHF 0.21 CHF 600,000 600,000 600,000 600,000 120,103 CHF 126,103 CHF 97.98% 97.98%
20/11/2024 4.65% 0.21 CHF 0.22 CHF 600,000 600,000 600,000 600,000 126,000 CHF 132,000 CHF 99.44% 99.50%
19/11/2024 4.52% 0.22 CHF 0.23 CHF 600,000 600,000 600,000 600,000 129,942 CHF 135,942 CHF 99.55% 99.55%
18/11/2024 4.45% 0.22 CHF 0.23 CHF 600,000 600,000 600,000 600,000 131,928 CHF 137,928 CHF 99.50% 99.50%
15/11/2024 4.44% 0.22 CHF 0.23 CHF 600,000 600,000 600,000 600,000 132,000 CHF 138,000 CHF 98.93% 98.93%
14/11/2024 4.62% 0.21 CHF 0.22 CHF 500,000 500,000 500,000 500,000 105,762 CHF 110,762 CHF 99.42% 99.49%
13/11/2024 4.00% 0.25 CHF 0.26 CHF 500,000 500,000 500,000 500,000 122,541 CHF 127,541 CHF 99.51% 99.51%
12/11/2024 4.28% 0.24 CHF 0.25 CHF 600,000 600,000 600,000 600,000 137,206 CHF 143,206 CHF 99.57% 99.57%
11/11/2024 4.44% 0.22 CHF 0.23 CHF 600,000 600,000 600,000 600,000 132,000 CHF 138,000 CHF 99.46% 99.51%

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