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 2.16% 0.47 CHF 0.48 CHF 110,000 100,000 114,974 100,000 52,548 CHF 46,737 CHF 99.00% 99.00%
19/11/2024 2.54% 0.40 CHF 0.41 CHF 130,000 100,000 133,500 100,000 51,859 CHF 39,870 CHF 100.00% 100.00%
18/11/2024 2.56% 0.38 CHF 0.39 CHF 140,000 100,000 134,869 100,000 52,093 CHF 39,658 CHF 100.00% 100.00%
15/11/2024 2.33% 0.38 CHF 0.39 CHF 140,000 100,000 122,705 100,000 52,093 CHF 43,555 CHF 100.00% 100.00%
14/11/2024 2.05% 0.47 CHF 0.48 CHF 110,000 100,000 108,249 100,000 52,248 CHF 49,298 CHF 99.22% 99.22%
13/11/2024 1.92% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 99,160 52,315 CHF 52,876 CHF 99.36% 99.36%
12/11/2024 1.70% 0.59 CHF 0.60 CHF 100,000 100,000 100,962 100,000 59,471 CHF 60,034 CHF 100.00% 100.00%
11/11/2024 2.04% 0.48 CHF 0.49 CHF 110,000 100,000 107,863 100,000 52,431 CHF 49,645 CHF 99.41% 99.41%
08/11/2024 2.25% 0.42 CHF 0.43 CHF 120,000 100,000 119,193 100,000 52,370 CHF 45,064 CHF 100.00% 100.00%
07/11/2024 2.00% 0.49 CHF 0.50 CHF 110,000 100,000 101,100 97,395 51,576 CHF 50,739 CHF 98.73% 98.73%

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