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 2.60% 0.34 CHF 0.35 CHF 150,000 100,000 136,167 100,000 51,685 CHF 39,167 CHF 100.00% 100.00%
19/11/2024 2.72% 0.36 CHF 0.37 CHF 140,000 100,000 142,696 100,000 51,705 CHF 37,411 CHF 100.00% 100.00%
18/11/2024 2.40% 0.42 CHF 0.43 CHF 120,000 100,000 126,015 100,000 51,944 CHF 42,261 CHF 100.00% 100.00%
15/11/2024 2.09% 0.45 CHF 0.46 CHF 120,000 100,000 110,343 100,000 52,355 CHF 48,474 CHF 100.00% 100.00%
14/11/2024 2.03% 0.51 CHF 0.52 CHF 100,000 100,000 107,718 100,000 52,430 CHF 49,714 CHF 99.52% 99.52%
13/11/2024 2.06% 0.48 CHF 0.49 CHF 110,000 100,000 106,548 99,147 52,156 CHF 49,612 CHF 99.32% 99.32%
12/11/2024 1.67% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 59,392 CHF 60,392 CHF 100.00% 100.00%
11/11/2024 1.52% 0.65 CHF 0.66 CHF 100,000 100,000 100,000 100,000 65,420 CHF 66,420 CHF 100.00% 100.00%
08/11/2024 1.69% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 58,665 CHF 59,665 CHF 100.00% 100.00%
07/11/2024 1.61% 0.68 CHF 0.69 CHF 100,000 100,000 99,481 97,406 64,856 CHF 64,640 CHF 99.12% 99.12%

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