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 2.45% 0.41 CHF 0.42 CHF 130,000 100,000 130,000 100,000 52,477 CHF 41,367 CHF 100.00% 100.00%
19/11/2024 2.71% 0.39 CHF 0.40 CHF 130,000 100,000 128,148 98,650 50,985 CHF 40,253 CHF 100.00% 100.00%
18/11/2024 2.37% 0.40 CHF 0.41 CHF 130,000 100,000 122,818 100,000 51,169 CHF 42,683 CHF 100.00% 100.00%
15/11/2024 2.52% 0.44 CHF 0.45 CHF 120,000 100,000 117,904 98,303 51,520 CHF 43,957 CHF 100.00% 100.00%
14/11/2024 2.24% 0.46 CHF 0.47 CHF 110,000 100,000 110,706 99,349 50,848 CHF 46,645 CHF 99.28% 99.28%
13/11/2024 2.36% 0.45 CHF 0.46 CHF 120,000 100,000 119,266 99,421 52,079 CHF 44,415 CHF 97.10% 97.10%
12/11/2024 2.32% 0.44 CHF 0.45 CHF 120,000 100,000 120,266 100,000 51,219 CHF 43,592 CHF 100.00% 100.00%
11/11/2024 2.58% 0.41 CHF 0.42 CHF 130,000 100,000 136,150 100,000 52,073 CHF 39,272 CHF 100.00% 100.00%
08/11/2024 2.68% 0.39 CHF 0.40 CHF 130,000 100,000 139,917 100,000 51,575 CHF 37,863 CHF 100.00% 100.00%
07/11/2024 2.75% 0.35 CHF 0.36 CHF 150,000 100,000 141,403 99,694 51,987 CHF 37,677 CHF 100.00% 100.00%

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