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 2.68% 0.34 CHF 0.35 CHF 150,000 150,000 150,267 150,267 55,485 CHF 56,988 CHF 97.92% 97.92%
19/11/2024 2.87% 0.35 CHF 0.36 CHF 150,000 150,000 155,732 155,732 53,472 CHF 55,029 CHF 98.93% 98.93%
18/11/2024 2.59% 0.39 CHF 0.40 CHF 150,000 150,000 148,945 148,945 56,690 CHF 58,179 CHF 99.94% 99.94%
15/11/2024 2.41% 0.39 CHF 0.40 CHF 125,000 125,000 125,332 125,332 51,385 CHF 52,639 CHF 97.92% 97.92%
14/11/2024 2.42% 0.43 CHF 0.44 CHF 125,000 125,000 129,379 129,379 52,673 CHF 53,967 CHF 100.00% 100.00%
13/11/2024 2.85% 0.34 CHF 0.35 CHF 175,000 175,000 155,645 155,645 53,799 CHF 55,356 CHF 100.00% 100.00%
12/11/2024 2.45% 0.35 CHF 0.36 CHF 150,000 150,000 128,814 128,814 51,796 CHF 53,084 CHF 99.98% 99.98%
11/11/2024 2.17% 0.45 CHF 0.46 CHF 125,000 125,000 125,000 125,000 57,000 CHF 58,250 CHF 100.00% 100.00%
08/11/2024 2.37% 0.40 CHF 0.41 CHF 125,000 125,000 125,000 125,000 52,245 CHF 53,495 CHF 98.38% 98.38%
07/11/2024 2.23% 0.46 CHF 0.47 CHF 125,000 125,000 125,000 125,000 55,493 CHF 56,743 CHF 94.35% 94.35%

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