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 2.10% 0.48 CHF 0.49 CHF 110,000 100,000 109,997 100,000 51,932 CHF 48,212 CHF 99.00% 99.00%
19/11/2024 2.45% 0.41 CHF 0.42 CHF 130,000 100,000 129,212 100,000 52,076 CHF 41,314 CHF 100.00% 100.00%
18/11/2024 2.46% 0.40 CHF 0.41 CHF 130,000 100,000 129,198 100,000 51,791 CHF 41,111 CHF 100.00% 100.00%
15/11/2024 2.26% 0.40 CHF 0.41 CHF 130,000 100,000 119,545 100,000 52,409 CHF 44,917 CHF 100.00% 100.00%
14/11/2024 2.00% 0.48 CHF 0.49 CHF 110,000 100,000 105,643 100,000 52,326 CHF 50,573 CHF 99.22% 99.22%
13/11/2024 1.85% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 99,160 53,740 CHF 54,279 CHF 99.36% 99.36%
12/11/2024 1.66% 0.60 CHF 0.61 CHF 100,000 100,000 100,750 100,000 60,747 CHF 61,398 CHF 100.00% 100.00%
11/11/2024 1.98% 0.50 CHF 0.51 CHF 100,000 100,000 102,054 100,000 51,055 CHF 51,071 CHF 99.41% 99.41%
08/11/2024 2.18% 0.43 CHF 0.44 CHF 120,000 100,000 114,711 100,000 52,114 CHF 46,515 CHF 100.00% 100.00%
07/11/2024 1.98% 0.50 CHF 0.51 CHF 100,000 100,000 100,000 97,395 52,504 CHF 52,181 CHF 98.73% 98.73%

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