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 2.24% 0.45 CHF 0.46 CHF 120,000 100,000 119,175 100,000 52,609 CHF 45,157 CHF 99.00% 99.00%
19/11/2024 2.65% 0.38 CHF 0.39 CHF 140,000 100,000 139,212 100,000 51,931 CHF 38,314 CHF 100.00% 100.00%
18/11/2024 2.66% 0.37 CHF 0.38 CHF 140,000 100,000 139,198 100,000 51,626 CHF 38,111 CHF 100.00% 100.00%
15/11/2024 2.42% 0.37 CHF 0.38 CHF 140,000 100,000 127,653 100,000 52,120 CHF 41,917 CHF 100.00% 100.00%
14/11/2024 2.13% 0.45 CHF 0.46 CHF 120,000 100,000 111,023 100,000 51,684 CHF 47,573 CHF 99.22% 99.22%
13/11/2024 1.97% 0.52 CHF 0.53 CHF 100,000 100,000 101,861 99,160 51,528 CHF 51,183 CHF 99.36% 99.36%
12/11/2024 1.74% 0.57 CHF 0.58 CHF 100,000 100,000 101,459 100,000 58,045 CHF 58,398 CHF 100.00% 100.00%
11/11/2024 2.10% 0.47 CHF 0.48 CHF 110,000 100,000 111,859 100,000 52,611 CHF 48,071 CHF 99.41% 99.41%
08/11/2024 2.33% 0.40 CHF 0.41 CHF 130,000 100,000 122,760 100,000 52,060 CHF 43,515 CHF 100.00% 100.00%
07/11/2024 2.10% 0.47 CHF 0.48 CHF 110,000 100,000 103,102 97,395 51,002 CHF 49,259 CHF 98.73% 98.73%

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