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
22/11/2024 4.63% 0.41 CHF 0.43 CHF 130,000 75,000 120,013 75,000 52,749 CHF 34,547 CHF 99.90% 99.90%
20/11/2024 5.25% 0.38 CHF 0.40 CHF 140,000 75,000 135,911 75,000 52,071 CHF 30,318 CHF 100.00% 100.00%
19/11/2024 3.13% 0.36 CHF 0.37 CHF 140,000 75,000 159,336 75,000 51,640 CHF 25,153 CHF 97.59% 97.59%
18/11/2024 3.58% 0.33 CHF 0.34 CHF 160,000 75,000 158,896 65,160 51,741 CHF 21,638 CHF 96.51% 96.51%
15/11/2024 2.06% 0.38 CHF 0.39 CHF 140,000 50,000 98,356 50,000 52,547 CHF 27,885 CHF 77.67% 77.67%
14/11/2024 2.58% 0.83 CHF 0.85 CHF 70,000 50,000 68,144 50,000 55,385 CHF 41,752 CHF 99.44% 99.44%
13/11/2024 2.05% 0.82 CHF 0.84 CHF 70,000 50,000 70,000 49,818 53,889 CHF 39,153 CHF 98.88% 98.88%
12/11/2024 2.42% 0.86 CHF 0.88 CHF 60,000 50,000 66,008 50,000 54,738 CHF 42,618 CHF 87.66% 87.66%
11/11/2024 2.44% 0.79 CHF 0.81 CHF 70,000 50,000 69,988 50,000 56,224 CHF 41,164 CHF 98.45% 98.45%
08/11/2024 1.54% 0.74 CHF 0.75 CHF 70,000 50,000 75,525 50,000 53,544 CHF 36,076 CHF 100.00% 100.00%

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