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 2.39% 0.42 CHF 0.43 CHF 120,000 100,000 125,954 100,000 52,069 CHF 42,370 CHF 99.00% 99.00%
19/11/2024 2.86% 0.35 CHF 0.36 CHF 150,000 100,000 149,509 100,000 51,538 CHF 35,487 CHF 100.00% 100.00%
18/11/2024 2.87% 0.34 CHF 0.35 CHF 150,000 100,000 149,969 100,000 51,420 CHF 35,327 CHF 100.00% 100.00%
15/11/2024 2.59% 0.34 CHF 0.35 CHF 150,000 100,000 135,208 100,000 51,414 CHF 39,137 CHF 100.00% 100.00%
14/11/2024 2.26% 0.43 CHF 0.44 CHF 120,000 100,000 119,011 100,000 52,134 CHF 44,825 CHF 99.22% 99.22%
13/11/2024 2.10% 0.50 CHF 0.51 CHF 100,000 100,000 108,820 99,160 52,081 CHF 48,482 CHF 99.36% 99.36%
12/11/2024 1.83% 0.55 CHF 0.56 CHF 100,000 100,000 102,594 100,000 55,721 CHF 55,599 CHF 100.00% 100.00%
11/11/2024 2.24% 0.44 CHF 0.45 CHF 120,000 100,000 119,105 100,000 52,693 CHF 45,265 CHF 99.41% 99.41%
08/11/2024 2.50% 0.37 CHF 0.38 CHF 140,000 100,000 131,036 100,000 51,682 CHF 40,574 CHF 100.00% 100.00%
07/11/2024 2.20% 0.45 CHF 0.46 CHF 120,000 100,000 111,454 97,395 52,019 CHF 46,517 CHF 98.73% 98.73%

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