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 2.53% 0.38 CHF 0.39 CHF 140,000 100,000 132,325 100,000 51,544 CHF 39,969 CHF 100.00% 100.00%
19/11/2024 2.61% 0.42 CHF 0.43 CHF 120,000 100,000 123,892 98,649 51,382 CHF 41,948 CHF 99.97% 99.97%
18/11/2024 2.63% 0.39 CHF 0.40 CHF 130,000 100,000 138,247 100,000 51,898 CHF 38,559 CHF 100.00% 100.00%
15/11/2024 3.06% 0.37 CHF 0.38 CHF 140,000 100,000 137,789 98,213 50,730 CHF 37,161 CHF 99.99% 99.99%
14/11/2024 2.88% 0.38 CHF 0.39 CHF 140,000 100,000 142,630 99,347 51,349 CHF 36,798 CHF 99.26% 99.26%
13/11/2024 2.40% 0.41 CHF 0.42 CHF 130,000 100,000 120,766 99,594 51,164 CHF 43,211 CHF 95.84% 95.84%
12/11/2024 2.26% 0.43 CHF 0.44 CHF 120,000 100,000 120,000 100,000 52,397 CHF 44,665 CHF 99.99% 99.99%
11/11/2024 2.15% 0.45 CHF 0.46 CHF 120,000 100,000 111,886 100,000 51,558 CHF 47,099 CHF 99.99% 99.99%
08/11/2024 1.85% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 53,684 CHF 54,684 CHF 100.00% 100.00%
07/11/2024 1.98% 0.54 CHF 0.55 CHF 100,000 100,000 100,806 99,697 51,566 CHF 52,024 CHF 99.99% 99.99%

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