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 2.75% 0.35 CHF 0.36 CHF 150,000 100,000 143,163 100,000 51,259 CHF 36,823 CHF 100.00% 100.00%
19/11/2024 2.82% 0.39 CHF 0.40 CHF 130,000 100,000 133,875 98,650 51,398 CHF 38,905 CHF 99.98% 99.98%
18/11/2024 2.86% 0.36 CHF 0.37 CHF 140,000 100,000 150,173 100,000 51,708 CHF 35,456 CHF 100.00% 100.00%
15/11/2024 3.34% 0.34 CHF 0.35 CHF 150,000 100,000 150,285 98,213 50,661 CHF 34,122 CHF 99.99% 99.99%
14/11/2024 3.15% 0.34 CHF 0.35 CHF 150,000 100,000 156,179 99,348 51,306 CHF 33,676 CHF 99.27% 99.27%
13/11/2024 2.59% 0.38 CHF 0.39 CHF 140,000 100,000 130,806 99,593 51,417 CHF 40,166 CHF 95.66% 95.66%
12/11/2024 2.44% 0.40 CHF 0.41 CHF 130,000 100,000 129,263 100,000 52,430 CHF 41,568 CHF 99.99% 99.99%
11/11/2024 2.30% 0.42 CHF 0.43 CHF 120,000 100,000 120,000 100,000 51,657 CHF 44,047 CHF 99.99% 99.99%
08/11/2024 1.96% 0.49 CHF 0.50 CHF 110,000 100,000 102,683 100,000 51,925 CHF 51,610 CHF 100.00% 100.00%
07/11/2024 2.11% 0.51 CHF 0.52 CHF 100,000 100,000 107,645 99,697 51,719 CHF 48,954 CHF 99.99% 99.99%

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