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 1.71% 0.53 CHF 0.54 CHF 80,244 20,000 79,471 20,000 46,320 CHF 11,860 CHF 100.00% 100.00%
19/11/2024 1.87% 0.56 CHF 0.57 CHF 79,566 20,000 80,030 20,000 42,472 CHF 10,815 CHF 100.00% 100.00%
18/11/2024 1.85% 0.55 CHF 0.56 CHF 80,072 20,000 80,346 20,000 43,003 CHF 10,906 CHF 100.00% 100.00%
15/11/2024 1.67% 0.56 CHF 0.57 CHF 80,189 20,000 79,658 20,000 47,323 CHF 12,084 CHF 100.00% 100.00%
14/11/2024 1.60% 0.68 CHF 0.69 CHF 78,470 20,000 79,396 20,000 49,189 CHF 12,595 CHF 99.44% 99.44%
13/11/2024 1.95% 0.52 CHF 0.53 CHF 80,318 20,000 80,370 19,804 41,246 CHF 10,371 CHF 98.88% 98.88%
12/11/2024 1.66% 0.55 CHF 0.56 CHF 79,692 20,000 79,024 20,000 47,220 CHF 12,153 CHF 100.00% 100.00%
11/11/2024 1.33% 0.73 CHF 0.74 CHF 70,000 20,000 70,065 20,000 52,166 CHF 15,091 CHF 74.68% 74.68%
08/11/2024 1.39% 0.68 CHF 0.69 CHF 77,224 20,000 73,388 20,000 52,542 CHF 14,555 CHF 39.56% 39.56%
07/11/2024 1.23% 0.79 CHF 0.80 CHF 70,000 20,000 64,688 19,351 53,845 CHF 16,343 CHF 99.06% 99.06%

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