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 4.28% 0.37 CHF 0.38 CHF 140,000 100,000 140,000 100,000 51,878 CHF 38,676 CHF 100.00% 100.00%
19/11/2024 4.29% 0.35 CHF 0.37 CHF 150,000 100,000 139,712 100,000 52,293 CHF 39,138 CHF 100.00% 100.00%
18/11/2024 3.80% 0.39 CHF 0.41 CHF 130,000 100,000 130,932 100,000 51,659 CHF 40,993 CHF 100.00% 100.00%
15/11/2024 4.00% 0.38 CHF 0.40 CHF 140,000 100,000 133,086 100,000 51,778 CHF 40,516 CHF 99.99% 99.99%
14/11/2024 3.60% 0.41 CHF 0.42 CHF 130,000 100,000 131,192 100,000 52,392 CHF 41,414 CHF 99.52% 99.52%
13/11/2024 3.68% 0.40 CHF 0.42 CHF 130,000 100,000 128,845 99,147 52,208 CHF 41,686 CHF 99.32% 99.32%
12/11/2024 3.84% 0.41 CHF 0.43 CHF 130,000 100,000 121,225 100,000 50,965 CHF 43,698 CHF 100.00% 100.00%
11/11/2024 3.76% 0.43 CHF 0.45 CHF 120,000 100,000 120,000 100,000 52,173 CHF 45,143 CHF 100.00% 100.00%
08/11/2024 3.46% 0.43 CHF 0.44 CHF 120,000 100,000 120,000 100,000 51,373 CHF 44,318 CHF 100.00% 100.00%
07/11/2024 3.70% 0.44 CHF 0.46 CHF 120,000 100,000 120,000 97,408 52,312 CHF 44,060 CHF 99.13% 99.13%

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