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 2.25% 0.78 CHF 0.85 CHF 70,000 25,000 65,675 25,000 54,750 CHF 21,333 CHF 14.13% 100.00%
19/11/2024 2.33% 0.79 CHF 0.81 CHF 70,000 25,000 69,838 25,000 54,664 CHF 20,033 CHF 99.99% 99.99%
18/11/2024 2.69% 0.86 CHF 0.88 CHF 60,000 25,000 63,932 23,897 53,671 CHF 20,613 CHF 100.00% 100.00%
15/11/2024 2.10% 0.83 CHF 0.85 CHF 70,000 25,000 60,740 24,970 52,396 CHF 22,008 CHF 100.00% 100.00%
14/11/2024 2.28% 0.85 CHF 0.87 CHF 60,000 25,000 66,416 25,000 53,263 CHF 20,585 CHF 94.67% 94.67%
13/11/2024 2.48% 0.75 CHF 0.76 CHF 70,000 50,000 72,985 49,418 52,777 CHF 36,655 CHF 99.25% 99.25%
12/11/2024 2.38% 0.68 CHF 0.70 CHF 80,000 25,000 71,501 25,000 52,990 CHF 18,996 CHF 98.32% 98.32%
11/11/2024 2.10% 0.85 CHF 0.87 CHF 60,000 25,000 60,189 25,000 52,014 CHF 22,066 CHF 100.00% 100.00%
08/11/2024 2.46% 0.84 CHF 0.86 CHF 60,000 25,000 48,081 21,785 42,922 CHF 19,975 CHF 97.48% 97.48%
07/11/2024 1.66% 1.18 CHF 1.19 CHF 50,000 25,000 49,584 24,731 59,106 CHF 30,011 CHF 95.57% 95.57%

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