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 2.33% 0.67 CHF 0.69 CHF 80,000 75,000 80,000 75,000 52,481 CHF 50,358 CHF 99.00% 99.00%
19/11/2024 2.04% 0.66 CHF 0.67 CHF 80,000 75,000 79,886 75,000 53,873 CHF 51,630 CHF 100.00% 100.00%
18/11/2024 2.59% 0.73 CHF 0.75 CHF 75,000 75,000 77,665 75,000 55,340 CHF 54,870 CHF 100.00% 100.00%
15/11/2024 3.37% 0.76 CHF 0.78 CHF 75,000 75,000 54,325 54,325 40,105 CHF 41,377 CHF 100.00% 100.00%
14/11/2024 3.35% 0.72 CHF 0.74 CHF 37,500 37,500 37,500 37,500 26,149 CHF 27,039 CHF 99.22% 99.22%
13/11/2024 3.48% 0.70 CHF 0.72 CHF 37,500 37,500 37,079 37,079 26,092 CHF 27,010 CHF 99.36% 99.36%
12/11/2024 3.56% 0.67 CHF 0.70 CHF 37,500 37,500 37,500 37,500 26,826 CHF 27,797 CHF 100.00% 100.00%
11/11/2024 3.37% 0.81 CHF 0.84 CHF 37,500 37,500 37,500 37,500 29,776 CHF 30,797 CHF 100.00% 100.00%
08/11/2024 2.10% 0.77 CHF 0.79 CHF 75,000 75,000 75,000 75,000 58,736 CHF 59,982 CHF 100.00% 100.00%
07/11/2024 1.80% 0.86 CHF 0.88 CHF 75,000 75,000 74,219 72,396 64,283 CHF 63,807 CHF 98.73% 98.73%

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