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
28/11/2024 3.03% 0.35 CHF 0.36 CHF 80,000 80,000 80,000 80,000 26,072 CHF 26,872 CHF 98.30% 98.30%
27/11/2024 3.53% 0.28 CHF 0.28 CHF 80,000 80,000 79,990 79,990 22,266 CHF 23,066 CHF 98.83% 98.83%
26/11/2024 3.43% 0.27 CHF 0.28 CHF 80,000 80,000 80,000 80,000 22,934 CHF 23,734 CHF 98.90% 98.90%
25/11/2024 3.37% 0.30 CHF 0.31 CHF 80,000 80,000 80,000 80,000 23,326 CHF 24,126 CHF 98.00% 98.00%
22/11/2024 4.21% 0.24 CHF 0.25 CHF 90,000 90,000 90,000 90,000 20,955 CHF 21,855 CHF 97.44% 97.44%
20/11/2024 6.37% 0.14 CHF 0.15 CHF 130,000 130,000 130,000 130,000 19,838 CHF 21,138 CHF 99.43% 99.43%
19/11/2024 9.04% 0.12 CHF 0.13 CHF 120,000 120,000 120,000 120,000 12,707 CHF 13,907 CHF 100.00% 100.00%
18/11/2024 6.32% 0.14 CHF 0.15 CHF 110,000 110,000 101,451 101,451 15,628 CHF 16,642 CHF 99.36% 99.36%
15/11/2024 5.94% 0.17 CHF 0.18 CHF 100,000 100,000 100,000 100,000 16,355 CHF 17,355 CHF 100.00% 100.00%
14/11/2024 6.00% 0.17 CHF 0.18 CHF 110,000 110,000 110,000 110,000 17,799 CHF 18,899 CHF 98.67% 98.67%

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