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 2.54% 0.39 CHF 0.40 CHF 109,320 50,000 109,516 50,000 42,593 CHF 19,947 CHF 100.00% 100.00%
19/11/2024 2.78% 0.36 CHF 0.37 CHF 111,415 50,000 111,654 50,000 39,561 CHF 18,217 CHF 70.65% 70.65%
18/11/2024 2.68% 0.37 CHF 0.38 CHF 111,268 50,000 111,207 50,000 40,975 CHF 18,924 CHF 99.64% 99.64%
15/11/2024 2.63% 0.37 CHF 0.38 CHF 111,031 50,000 110,960 50,000 41,571 CHF 19,234 CHF 100.00% 100.00%
14/11/2024 2.45% 0.40 CHF 0.41 CHF 109,041 50,000 109,113 50,000 44,032 CHF 20,677 CHF 99.44% 99.44%
13/11/2024 2.45% 0.41 CHF 0.42 CHF 107,712 50,000 107,773 49,819 43,932 CHF 20,811 CHF 98.88% 98.88%
12/11/2024 2.29% 0.42 CHF 0.43 CHF 107,234 50,000 106,368 50,000 45,958 CHF 22,104 CHF 100.00% 100.00%
11/11/2024 2.14% 0.45 CHF 0.46 CHF 104,949 50,000 104,176 50,000 48,245 CHF 23,657 CHF 100.00% 100.00%
08/11/2024 2.10% 0.46 CHF 0.47 CHF 103,483 50,000 102,885 50,000 48,400 CHF 24,023 CHF 88.69% 88.69%
07/11/2024 2.17% 0.48 CHF 0.49 CHF 102,563 50,000 101,267 48,703 48,648 CHF 23,898 CHF 99.06% 99.06%

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