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
22/11/2024 2.16% 0.45 CHF 0.46 CHF 108,000 108,000 108,964 108,964 50,034 CHF 51,124 CHF 100.00% 100.00%
20/11/2024 2.39% 0.43 CHF 0.44 CHF 106,000 106,000 105,442 105,442 43,652 CHF 44,707 CHF 100.00% 100.00%
19/11/2024 2.69% 0.39 CHF 0.40 CHF 104,000 104,000 102,961 102,961 37,843 CHF 38,872 CHF 100.00% 100.00%
18/11/2024 2.81% 0.35 CHF 0.36 CHF 102,000 102,000 102,000 102,000 35,770 CHF 36,790 CHF 100.00% 100.00%
15/11/2024 2.93% 0.34 CHF 0.35 CHF 100,000 100,000 100,138 100,138 33,642 CHF 34,643 CHF 100.00% 100.00%
14/11/2024 2.86% 0.33 CHF 0.34 CHF 100,000 100,000 101,358 101,358 34,984 CHF 35,998 CHF 99.39% 99.39%
13/11/2024 2.85% 0.35 CHF 0.36 CHF 102,000 102,000 101,138 101,138 35,063 CHF 36,074 CHF 100.00% 100.00%
12/11/2024 2.96% 0.35 CHF 0.36 CHF 102,000 102,000 100,320 100,320 33,447 CHF 34,450 CHF 100.00% 100.00%
11/11/2024 3.15% 0.32 CHF 0.33 CHF 100,000 100,000 99,998 99,998 31,241 CHF 32,241 CHF 99.93% 99.93%
08/11/2024 2.83% 0.34 CHF 0.35 CHF 102,000 102,000 101,520 101,520 35,447 CHF 36,462 CHF 100.00% 100.00%

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