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 2.24% 0.45 CHF 0.46 CHF 120,000 100,000 120,000 100,000 52,971 CHF 45,142 CHF 100.00% 100.00%
19/11/2024 2.47% 0.43 CHF 0.44 CHF 120,000 100,000 118,313 98,650 51,672 CHF 44,088 CHF 100.00% 100.00%
18/11/2024 2.17% 0.43 CHF 0.44 CHF 120,000 100,000 113,503 100,000 51,668 CHF 46,547 CHF 100.00% 100.00%
15/11/2024 2.32% 0.48 CHF 0.49 CHF 110,000 100,000 108,109 98,303 51,298 CHF 47,647 CHF 100.00% 100.00%
14/11/2024 2.10% 0.49 CHF 0.50 CHF 110,000 100,000 105,015 99,349 51,810 CHF 50,043 CHF 99.28% 99.28%
13/11/2024 2.21% 0.48 CHF 0.49 CHF 110,000 100,000 108,914 99,035 52,046 CHF 48,329 CHF 58.24% 58.24%
12/11/2024 2.14% 0.48 CHF 0.49 CHF 110,000 100,000 110,605 100,000 51,227 CHF 47,323 CHF 100.00% 100.00%
11/11/2024 2.35% 0.44 CHF 0.45 CHF 120,000 100,000 122,225 100,000 51,371 CHF 43,052 CHF 100.00% 100.00%
08/11/2024 2.43% 0.42 CHF 0.43 CHF 120,000 100,000 128,602 100,000 52,294 CHF 41,677 CHF 100.00% 100.00%
07/11/2024 2.50% 0.39 CHF 0.40 CHF 130,000 100,000 127,804 99,694 51,752 CHF 41,394 CHF 100.00% 100.00%

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