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 2.92% 0.33 CHF 0.34 CHF 160,000 100,000 153,809 100,000 51,846 CHF 34,726 CHF 100.00% 100.00%
19/11/2024 2.98% 0.37 CHF 0.38 CHF 140,000 100,000 139,405 98,649 50,644 CHF 36,859 CHF 99.97% 99.97%
18/11/2024 3.04% 0.34 CHF 0.35 CHF 150,000 100,000 160,806 100,000 52,035 CHF 33,379 CHF 100.00% 100.00%
15/11/2024 3.55% 0.32 CHF 0.33 CHF 160,000 100,000 160,338 98,213 50,741 CHF 32,094 CHF 99.99% 99.99%
14/11/2024 3.36% 0.32 CHF 0.33 CHF 160,000 100,000 166,341 99,347 51,180 CHF 31,605 CHF 99.26% 99.26%
13/11/2024 2.73% 0.36 CHF 0.37 CHF 140,000 100,000 138,545 99,593 51,593 CHF 38,105 CHF 95.58% 95.58%
12/11/2024 2.57% 0.38 CHF 0.39 CHF 140,000 100,000 135,065 100,000 51,906 CHF 39,455 CHF 99.99% 99.99%
11/11/2024 2.41% 0.40 CHF 0.41 CHF 130,000 100,000 128,006 100,000 52,376 CHF 41,933 CHF 99.99% 99.99%
08/11/2024 2.04% 0.47 CHF 0.48 CHF 110,000 100,000 107,900 100,000 52,297 CHF 49,499 CHF 100.00% 100.00%
07/11/2024 2.20% 0.49 CHF 0.50 CHF 110,000 100,000 114,669 99,697 52,691 CHF 46,880 CHF 99.99% 99.99%

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