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 2.85% 0.44 CHF 0.46 CHF 120,000 100,000 120,000 100,000 53,404 CHF 45,790 CHF 100.00% 100.00%
19/11/2024 3.03% 0.42 CHF 0.44 CHF 120,000 100,000 114,291 100,000 51,325 CHF 46,347 CHF 100.00% 100.00%
18/11/2024 3.01% 0.47 CHF 0.48 CHF 110,000 100,000 110,005 100,000 51,485 CHF 48,237 CHF 100.00% 100.00%
15/11/2024 3.23% 0.46 CHF 0.47 CHF 110,000 100,000 111,649 100,000 51,570 CHF 47,728 CHF 99.99% 99.99%
14/11/2024 3.20% 0.48 CHF 0.49 CHF 110,000 100,000 110,386 100,000 52,111 CHF 48,752 CHF 99.52% 99.52%
13/11/2024 3.52% 0.47 CHF 0.49 CHF 110,000 100,000 110,000 99,147 52,496 CHF 49,004 CHF 99.32% 99.32%
12/11/2024 2.46% 0.48 CHF 0.50 CHF 110,000 100,000 104,082 100,000 51,572 CHF 50,809 CHF 100.00% 100.00%
11/11/2024 2.49% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 100,000 50,985 CHF 52,270 CHF 100.00% 100.00%
08/11/2024 3.28% 0.50 CHF 0.52 CHF 100,000 100,000 100,629 100,000 50,341 CHF 51,702 CHF 100.00% 100.00%
07/11/2024 3.14% 0.51 CHF 0.53 CHF 100,000 100,000 100,332 97,408 51,062 CHF 51,164 CHF 99.13% 99.13%

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