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 2.24% 0.40 CHF 0.41 CHF 130,000 100,000 118,875 100,000 52,497 CHF 45,340 CHF 100.00% 100.00%
19/11/2024 2.33% 0.42 CHF 0.43 CHF 120,000 100,000 121,684 100,000 51,670 CHF 43,622 CHF 100.00% 100.00%
18/11/2024 2.09% 0.48 CHF 0.49 CHF 110,000 100,000 110,202 100,000 52,109 CHF 48,321 CHF 100.00% 100.00%
15/11/2024 1.85% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 100,000 53,526 CHF 54,526 CHF 100.00% 100.00%
14/11/2024 1.81% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 54,898 CHF 55,898 CHF 99.52% 99.52%
13/11/2024 1.83% 0.54 CHF 0.55 CHF 100,000 100,000 99,837 99,147 55,188 CHF 55,806 CHF 99.32% 99.32%
12/11/2024 1.52% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 65,491 CHF 66,491 CHF 100.00% 100.00%
11/11/2024 1.39% 0.71 CHF 0.72 CHF 100,000 100,000 100,000 100,000 71,530 CHF 72,530 CHF 100.00% 100.00%
08/11/2024 1.54% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 64,741 CHF 65,741 CHF 100.00% 100.00%
07/11/2024 1.46% 0.74 CHF 0.75 CHF 100,000 100,000 98,962 97,406 70,589 CHF 70,576 CHF 99.12% 99.12%

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