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
25/11/2024 2.15% 0.48 CHF 0.49 CHF 98,000 98,000 97,218 97,218 44,785 CHF 45,758 CHF 100.00% 100.00%
22/11/2024 2.24% 0.42 CHF 0.43 CHF 96,000 96,000 96,766 96,766 42,795 CHF 43,763 CHF 100.00% 100.00%
20/11/2024 1.94% 0.50 CHF 0.51 CHF 99,000 99,000 98,957 98,957 50,692 CHF 51,682 CHF 100.00% 100.00%
19/11/2024 2.07% 0.53 CHF 0.54 CHF 100,000 100,000 98,029 98,029 47,545 CHF 48,525 CHF 92.70% 97.63%
18/11/2024 - 0.39 CHF - CHF 95,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
15/11/2024 - 0.40 CHF - CHF 95,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
14/11/2024 - 0.36 CHF - CHF 94,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
13/11/2024 2.36% 0.38 CHF 0.41 CHF 95,000 95,000 95,915 95,915 40,140 CHF 41,099 CHF 38.07% 100.00%
12/11/2024 - 0.34 CHF - CHF 93,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11/11/2024 3.42% 0.29 CHF 0.30 CHF 92,000 92,000 92,000 92,000 26,475 CHF 27,395 CHF 17.98% 100.00%

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