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 130,000 100,000 129,162 100,000 52,107 CHF 41,355 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 2.25% 0.40 CHF 0.41 CHF 130,000 100,000 119,417 100,000 52,461 CHF 45,006 CHF 100.00% 100.00%
14/11/2024 1.99% 0.48 CHF 0.49 CHF 110,000 100,000 104,914 100,000 52,097 CHF 50,697 CHF 99.22% 99.22%
13/11/2024 1.85% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 99,160 53,800 CHF 54,341 CHF 99.36% 99.36%
12/11/2024 1.65% 0.61 CHF 0.62 CHF 100,000 100,000 100,750 100,000 60,876 CHF 61,526 CHF 100.00% 100.00%
11/11/2024 1.97% 0.50 CHF 0.51 CHF 100,000 100,000 101,941 100,000 51,131 CHF 51,199 CHF 99.41% 99.41%
08/11/2024 2.18% 0.43 CHF 0.44 CHF 120,000 100,000 114,707 100,000 52,121 CHF 46,523 CHF 100.00% 100.00%
07/11/2024 1.98% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 97,395 52,554 CHF 52,232 CHF 98.73% 98.73%

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