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 3.78% 0.41 CHF 0.42 CHF 130,000 100,000 128,487 100,000 52,737 CHF 42,639 CHF 100.00% 100.00%
19/11/2024 3.89% 0.39 CHF 0.40 CHF 130,000 100,000 123,420 100,000 51,063 CHF 43,073 CHF 100.00% 100.00%
18/11/2024 3.33% 0.43 CHF 0.45 CHF 120,000 100,000 120,000 100,000 52,158 CHF 44,933 CHF 100.00% 100.00%
15/11/2024 3.63% 0.42 CHF 0.44 CHF 120,000 100,000 120,220 100,000 51,605 CHF 44,516 CHF 99.99% 99.99%
14/11/2024 3.28% 0.45 CHF 0.46 CHF 120,000 100,000 120,000 100,000 52,744 CHF 45,414 CHF 99.52% 99.52%
13/11/2024 3.26% 0.44 CHF 0.45 CHF 120,000 100,000 118,906 99,147 52,918 CHF 45,591 CHF 99.32% 99.32%
12/11/2024 3.82% 0.45 CHF 0.47 CHF 120,000 100,000 111,420 100,000 51,141 CHF 47,698 CHF 100.00% 100.00%
11/11/2024 3.43% 0.47 CHF 0.49 CHF 110,000 100,000 110,000 100,000 52,225 CHF 49,133 CHF 100.00% 100.00%
08/11/2024 3.10% 0.47 CHF 0.48 CHF 110,000 100,000 110,000 100,000 51,492 CHF 48,286 CHF 100.00% 100.00%
07/11/2024 3.23% 0.48 CHF 0.50 CHF 110,000 100,000 110,018 97,408 52,356 CHF 47,869 CHF 99.13% 99.13%

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