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 2.78% 0.36 CHF 0.37 CHF 140,000 100,000 145,488 100,000 51,576 CHF 36,476 CHF 99.00% 99.00%
19/11/2024 3.45% 0.29 CHF 0.30 CHF 180,000 100,000 179,509 100,000 51,114 CHF 29,487 CHF 100.00% 100.00%
18/11/2024 3.45% 0.28 CHF 0.29 CHF 180,000 100,000 178,921 100,000 50,998 CHF 29,533 CHF 87.91% 87.91%
15/11/2024 3.08% 0.28 CHF 0.29 CHF 180,000 100,000 162,188 100,000 51,923 CHF 33,137 CHF 100.00% 100.00%
14/11/2024 2.60% 0.37 CHF 0.38 CHF 140,000 100,000 137,736 100,000 52,187 CHF 38,917 CHF 99.22% 99.22%
13/11/2024 2.40% 0.44 CHF 0.45 CHF 120,000 100,000 124,074 99,160 51,919 CHF 42,532 CHF 99.36% 99.36%
12/11/2024 2.06% 0.49 CHF 0.50 CHF 110,000 100,000 110,079 100,000 52,836 CHF 49,599 CHF 100.00% 100.00%
11/11/2024 2.58% 0.38 CHF 0.39 CHF 140,000 100,000 134,963 100,000 51,585 CHF 39,265 CHF 99.41% 99.41%
08/11/2024 2.95% 0.31 CHF 0.32 CHF 170,000 100,000 155,140 100,000 51,824 CHF 34,574 CHF 100.00% 100.00%
07/11/2024 2.51% 0.39 CHF 0.40 CHF 130,000 100,000 129,455 97,395 52,674 CHF 40,673 CHF 98.73% 98.73%

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