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 2.64% 0.40 CHF 0.41 CHF 117,556 50,000 116,709 50,000 43,646 CHF 19,195 CHF 100.00% 100.00%
19/11/2024 2.64% 0.37 CHF 0.38 CHF 116,292 50,000 116,464 50,000 43,666 CHF 19,244 CHF 99.40% 99.40%
18/11/2024 2.55% 0.36 CHF 0.37 CHF 116,590 50,000 117,417 50,000 45,435 CHF 19,846 CHF 100.00% 100.00%
15/11/2024 2.35% 0.42 CHF 0.43 CHF 118,663 50,000 118,551 50,000 49,801 CHF 21,503 CHF 100.00% 100.00%
14/11/2024 2.44% 0.41 CHF 0.42 CHF 118,031 50,000 118,250 50,000 47,937 CHF 20,769 CHF 99.52% 99.52%
13/11/2024 2.48% 0.42 CHF 0.43 CHF 118,048 50,000 117,444 49,704 47,899 CHF 20,774 CHF 99.32% 99.32%
12/11/2024 2.84% 0.36 CHF 0.37 CHF 115,774 50,000 115,370 50,000 39,986 CHF 17,829 CHF 100.00% 100.00%
11/11/2024 3.01% 0.33 CHF 0.34 CHF 114,897 50,000 114,574 50,000 37,577 CHF 16,898 CHF 100.00% 100.00%
08/11/2024 2.63% 0.34 CHF 0.35 CHF 114,009 50,000 115,042 50,000 43,325 CHF 19,326 CHF 100.00% 100.00%
07/11/2024 2.69% 0.39 CHF 0.40 CHF 115,252 50,000 115,616 48,704 44,122 CHF 19,082 CHF 99.13% 99.13%

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