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 4.09% 0.39 CHF 0.40 CHF 130,000 100,000 131,914 100,000 51,229 CHF 40,469 CHF 100.00% 100.00%
19/11/2024 4.04% 0.37 CHF 0.38 CHF 140,000 100,000 132,207 100,000 51,929 CHF 40,970 CHF 100.00% 100.00%
18/11/2024 3.64% 0.41 CHF 0.43 CHF 130,000 100,000 126,063 100,000 52,004 CHF 42,803 CHF 100.00% 100.00%
15/11/2024 3.57% 0.40 CHF 0.42 CHF 130,000 100,000 127,639 100,000 51,954 CHF 42,207 CHF 99.99% 99.99%
14/11/2024 3.40% 0.43 CHF 0.44 CHF 120,000 100,000 123,144 100,000 51,453 CHF 43,258 CHF 99.52% 99.52%
13/11/2024 3.28% 0.42 CHF 0.43 CHF 120,000 100,000 120,853 99,147 51,240 CHF 43,442 CHF 99.32% 99.32%
12/11/2024 4.01% 0.43 CHF 0.44 CHF 120,000 100,000 120,000 100,000 52,598 CHF 45,627 CHF 100.00% 100.00%
11/11/2024 3.85% 0.45 CHF 0.47 CHF 120,000 100,000 116,721 100,000 52,885 CHF 47,104 CHF 100.00% 100.00%
08/11/2024 3.20% 0.45 CHF 0.46 CHF 120,000 100,000 120,000 100,000 53,715 CHF 46,217 CHF 100.00% 100.00%
07/11/2024 3.33% 0.46 CHF 0.47 CHF 110,000 100,000 113,303 97,408 51,482 CHF 45,789 CHF 99.13% 99.13%

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