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 3.98% 0.33 CHF 0.35 CHF 90,000 90,000 90,000 90,000 33,318 CHF 34,668 CHF 99.43% 99.43%
19/11/2024 4.25% 0.33 CHF 0.35 CHF 80,000 80,000 80,000 80,000 27,769 CHF 28,969 CHF 100.00% 100.00%
18/11/2024 4.41% 0.36 CHF 0.38 CHF 90,000 90,000 90,000 90,000 30,016 CHF 31,366 CHF 99.88% 99.88%
15/11/2024 4.76% 0.33 CHF 0.35 CHF 100,000 100,000 100,000 100,000 30,848 CHF 32,348 CHF 100.00% 100.00%
14/11/2024 5.52% 0.29 CHF 0.31 CHF 110,000 110,000 116,103 116,103 29,418 CHF 31,087 CHF 98.63% 98.63%
13/11/2024 5.53% 0.22 CHF 0.23 CHF 120,000 120,000 120,000 120,000 25,560 CHF 27,010 CHF 100.00% 100.00%
12/11/2024 5.68% 0.17 CHF 0.18 CHF 110,000 110,000 105,417 105,417 21,740 CHF 23,005 CHF 99.88% 99.88%
11/11/2024 5.62% 0.27 CHF 0.28 CHF 120,000 120,000 120,000 120,000 31,186 CHF 32,986 CHF 100.00% 100.00%
08/11/2024 5.77% 0.19 CHF 0.21 CHF 110,000 110,000 110,000 110,000 22,280 CHF 23,602 CHF 98.31% 98.31%
07/11/2024 5.39% 0.25 CHF 0.27 CHF 110,000 110,000 110,000 110,000 29,925 CHF 31,575 CHF 100.00% 100.00%

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