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 2.12% 0.47 CHF 0.48 CHF 110,000 100,000 110,019 100,000 51,472 CHF 47,785 CHF 100.00% 100.00%
19/11/2024 2.32% 0.46 CHF 0.47 CHF 110,000 100,000 109,656 98,650 50,758 CHF 46,681 CHF 100.00% 100.00%
18/11/2024 2.06% 0.46 CHF 0.47 CHF 110,000 100,000 110,000 100,000 52,764 CHF 48,967 CHF 100.00% 100.00%
15/11/2024 2.22% 0.50 CHF 0.51 CHF 100,000 100,000 101,692 98,303 50,475 CHF 49,817 CHF 100.00% 100.00%
14/11/2024 1.98% 0.52 CHF 0.53 CHF 100,000 100,000 99,349 99,349 51,570 CHF 52,571 CHF 99.28% 99.28%
13/11/2024 2.09% 0.51 CHF 0.52 CHF 100,000 100,000 104,126 99,355 51,671 CHF 50,337 CHF 87.11% 87.11%
12/11/2024 2.04% 0.50 CHF 0.51 CHF 100,000 100,000 109,194 100,000 52,950 CHF 49,503 CHF 100.00% 100.00%
11/11/2024 2.21% 0.47 CHF 0.48 CHF 110,000 100,000 118,804 100,000 53,085 CHF 45,698 CHF 100.00% 100.00%
08/11/2024 2.29% 0.45 CHF 0.46 CHF 120,000 100,000 120,000 100,000 51,865 CHF 44,221 CHF 100.00% 100.00%
07/11/2024 2.33% 0.41 CHF 0.42 CHF 130,000 100,000 120,269 99,694 51,990 CHF 44,109 CHF 100.00% 100.00%

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