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 6.75% 0.44 CHF 0.56 CHF 120,000 25,000 99,555 25,000 52,444 CHF 14,097 CHF 14.13% 100.00%
19/11/2024 3.86% 0.47 CHF 0.49 CHF 110,000 25,000 111,169 25,000 52,468 CHF 12,313 CHF 99.98% 99.98%
18/11/2024 3.83% 0.61 CHF 0.63 CHF 90,000 25,000 92,128 23,897 52,923 CHF 14,257 CHF 100.00% 100.00%
15/11/2024 2.93% 0.57 CHF 0.59 CHF 90,000 25,000 83,276 24,970 51,848 CHF 16,044 CHF 100.00% 100.00%
14/11/2024 3.31% 0.63 CHF 0.65 CHF 80,000 25,000 97,124 25,000 52,268 CHF 14,152 CHF 94.66% 94.66%
13/11/2024 4.27% 0.45 CHF 0.46 CHF 120,000 50,000 126,193 49,418 52,089 CHF 21,310 CHF 99.23% 99.23%
12/11/2024 4.17% 0.35 CHF 0.37 CHF 150,000 25,000 118,741 25,000 52,316 CHF 11,554 CHF 98.32% 98.32%
11/11/2024 2.81% 0.62 CHF 0.64 CHF 90,000 25,000 83,457 25,000 53,551 CHF 16,529 CHF 100.00% 100.00%
08/11/2024 3.22% 0.59 CHF 0.61 CHF 90,000 25,000 62,952 21,786 41,839 CHF 15,225 CHF 97.48% 97.48%
07/11/2024 2.37% 1.26 CHF 1.29 CHF 40,000 25,000 42,332 24,731 53,247 CHF 32,089 CHF 95.57% 95.57%

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