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
22/11/2024 2.73% 0.36 CHF 0.37 CHF 140,000 75,000 138,707 75,000 52,384 CHF 29,118 CHF 100.00% 100.00%
20/11/2024 2.94% 0.34 CHF 0.35 CHF 150,000 75,000 150,502 75,000 51,622 CHF 26,506 CHF 100.00% 100.00%
19/11/2024 3.23% 0.33 CHF 0.34 CHF 160,000 75,000 168,215 75,000 52,175 CHF 24,047 CHF 97.59% 97.59%
18/11/2024 3.85% 0.31 CHF 0.32 CHF 170,000 75,000 167,198 63,966 51,962 CHF 20,388 CHF 99.94% 99.94%
15/11/2024 2.44% 0.35 CHF 0.36 CHF 150,000 50,000 115,685 50,000 51,596 CHF 23,159 CHF 78.43% 78.43%
14/11/2024 1.86% 0.61 CHF 0.62 CHF 90,000 50,000 89,618 50,000 53,553 CHF 30,446 CHF 99.43% 99.43%
13/11/2024 2.02% 0.60 CHF 0.61 CHF 90,000 50,000 91,634 49,818 52,263 CHF 29,014 CHF 98.88% 98.88%
12/11/2024 1.80% 0.62 CHF 0.63 CHF 90,000 50,000 86,945 50,000 53,040 CHF 31,105 CHF 87.66% 87.66%
11/11/2024 1.88% 0.59 CHF 0.60 CHF 90,000 50,000 90,074 50,000 53,442 CHF 30,229 CHF 98.45% 98.45%
08/11/2024 2.02% 0.56 CHF 0.57 CHF 90,000 50,000 96,545 50,000 52,675 CHF 27,869 CHF 100.00% 100.00%

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