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 2.25% 0.44 CHF 0.45 CHF 54,000 54,000 52,676 52,676 23,169 CHF 23,695 CHF 100.00% 100.00%
19/11/2024 2.47% 0.41 CHF 0.42 CHF 55,000 55,000 53,531 53,531 21,406 CHF 21,942 CHF 100.00% 100.00%
18/11/2024 2.74% 0.38 CHF 0.39 CHF 55,000 55,000 53,568 53,568 19,331 CHF 19,866 CHF 100.00% 100.00%
15/11/2024 3.25% 0.32 CHF 0.33 CHF 56,000 56,000 54,119 54,119 16,514 CHF 17,055 CHF 100.00% 100.00%
14/11/2024 4.28% 0.24 CHF 0.25 CHF 56,000 56,000 54,753 54,753 12,629 CHF 13,177 CHF 99.33% 99.33%
13/11/2024 3.57% 0.26 CHF 0.27 CHF 56,000 56,000 54,448 54,448 15,070 CHF 15,614 CHF 100.00% 100.00%
12/11/2024 3.53% 0.24 CHF 0.25 CHF 56,000 56,000 55,306 55,306 15,472 CHF 16,025 CHF 68.32% 100.00%
11/11/2024 2.34% 0.38 CHF 0.39 CHF 55,000 55,000 52,699 52,699 22,229 CHF 22,756 CHF 99.93% 99.93%
08/11/2024 1.84% 0.48 CHF 0.49 CHF 54,000 54,000 51,726 51,726 27,900 CHF 28,417 CHF 100.00% 100.00%
07/11/2024 1.30% 0.79 CHF 0.80 CHF 51,000 51,000 49,706 49,706 38,105 CHF 38,602 CHF 98.53% 98.53%

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