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 2.56% 0.40 CHF 0.41 CHF 130,000 100,000 135,211 100,000 52,170 CHF 39,612 CHF 99.00% 99.00%
19/11/2024 3.10% 0.33 CHF 0.34 CHF 160,000 100,000 164,036 100,000 52,011 CHF 32,732 CHF 100.00% 100.00%
18/11/2024 3.12% 0.31 CHF 0.32 CHF 170,000 100,000 165,290 100,000 52,072 CHF 32,535 CHF 100.00% 100.00%
15/11/2024 2.79% 0.31 CHF 0.32 CHF 170,000 100,000 145,016 100,000 51,218 CHF 36,442 CHF 100.00% 100.00%
14/11/2024 2.40% 0.40 CHF 0.41 CHF 130,000 100,000 127,114 100,000 52,325 CHF 42,196 CHF 99.22% 99.22%
13/11/2024 2.22% 0.47 CHF 0.48 CHF 110,000 100,000 116,034 99,160 52,396 CHF 45,817 CHF 99.36% 99.36%
12/11/2024 1.93% 0.52 CHF 0.53 CHF 100,000 100,000 104,796 100,000 53,848 CHF 52,815 CHF 100.00% 100.00%
11/11/2024 2.38% 0.41 CHF 0.42 CHF 130,000 100,000 123,542 100,000 51,299 CHF 42,570 CHF 99.41% 99.41%
08/11/2024 2.70% 0.34 CHF 0.35 CHF 150,000 100,000 140,923 100,000 51,580 CHF 37,731 CHF 100.00% 100.00%
07/11/2024 2.33% 0.42 CHF 0.43 CHF 120,000 100,000 120,004 97,395 52,637 CHF 43,748 CHF 98.73% 98.73%

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