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 2.84% 0.30 CHF 0.31 CHF 140,000 140,000 140,000 140,000 49,006 CHF 50,406 CHF 100.00% 100.00%
19/11/2024 3.33% 0.32 CHF 0.33 CHF 140,000 140,000 140,000 140,000 41,763 CHF 43,163 CHF 100.00% 100.00%
18/11/2024 2.58% 0.40 CHF 0.41 CHF 140,000 140,000 139,870 139,870 53,702 CHF 55,102 CHF 99.07% 99.07%
15/11/2024 2.08% 0.43 CHF 0.44 CHF 130,000 130,000 130,000 130,000 62,009 CHF 63,309 CHF 100.00% 100.00%
14/11/2024 2.10% 0.54 CHF 0.55 CHF 140,000 140,000 140,000 140,000 66,556 CHF 67,956 CHF 99.08% 99.08%
13/11/2024 3.14% 0.30 CHF 0.31 CHF 140,000 140,000 140,000 140,000 44,272 CHF 45,672 CHF 100.00% 100.00%
12/11/2024 2.16% 0.34 CHF 0.35 CHF 120,000 120,000 119,996 119,996 55,540 CHF 56,740 CHF 100.00% 100.00%
11/11/2024 1.58% 0.61 CHF 0.62 CHF 140,000 140,000 140,000 140,000 87,939 CHF 89,339 CHF 100.00% 100.00%
08/11/2024 1.94% 0.48 CHF 0.49 CHF 120,000 120,000 120,000 120,000 61,687 CHF 62,887 CHF 100.00% 100.00%
07/11/2024 1.66% 0.64 CHF 0.65 CHF 140,000 140,000 140,000 140,000 83,843 CHF 85,243 CHF 99.67% 99.67%

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