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 2.31% 0.44 CHF 0.45 CHF 120,000 100,000 120,047 100,000 51,384 CHF 43,804 CHF 99.00% 99.00%
19/11/2024 2.75% 0.37 CHF 0.38 CHF 140,000 100,000 143,252 100,000 51,422 CHF 36,920 CHF 100.00% 100.00%
18/11/2024 2.76% 0.35 CHF 0.36 CHF 150,000 100,000 144,737 100,000 51,626 CHF 36,699 CHF 100.00% 100.00%
15/11/2024 2.50% 0.35 CHF 0.36 CHF 150,000 100,000 132,180 100,000 52,201 CHF 40,590 CHF 100.00% 100.00%
14/11/2024 2.18% 0.44 CHF 0.45 CHF 120,000 100,000 116,800 100,000 52,971 CHF 46,388 CHF 99.22% 99.22%
13/11/2024 2.02% 0.51 CHF 0.52 CHF 100,000 100,000 105,293 99,160 51,943 CHF 49,958 CHF 99.36% 99.36%
12/11/2024 1.78% 0.56 CHF 0.57 CHF 100,000 100,000 101,863 100,000 56,966 CHF 57,152 CHF 100.00% 100.00%
11/11/2024 2.16% 0.45 CHF 0.46 CHF 120,000 100,000 112,795 100,000 51,538 CHF 46,734 CHF 99.41% 99.41%
08/11/2024 2.41% 0.39 CHF 0.40 CHF 130,000 100,000 126,582 100,000 51,972 CHF 42,170 CHF 100.00% 100.00%
07/11/2024 2.13% 0.46 CHF 0.47 CHF 110,000 100,000 109,984 97,395 52,864 CHF 47,842 CHF 98.73% 98.73%

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