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 8.07% 0.36 CHF 0.39 CHF 140,000 50,000 133,869 50,000 51,734 CHF 20,982 CHF 92.81% 92.81%
19/11/2024 5.18% 0.37 CHF 0.39 CHF 140,000 50,000 142,946 50,000 51,097 CHF 18,838 CHF 99.53% 99.53%
18/11/2024 5.83% 0.39 CHF 0.42 CHF 130,000 50,000 133,886 44,487 51,673 CHF 18,204 CHF 100.00% 100.00%
15/11/2024 4.96% 0.33 CHF 0.34 CHF 160,000 50,000 138,542 50,000 51,707 CHF 19,670 CHF 92.47% 92.47%
14/11/2024 5.02% 0.41 CHF 0.43 CHF 130,000 50,000 129,953 50,000 52,454 CHF 21,220 CHF 98.20% 98.20%
13/11/2024 5.22% 0.38 CHF 0.40 CHF 140,000 50,000 130,684 49,700 51,747 CHF 20,770 CHF 98.35% 98.35%
12/11/2024 4.64% 0.43 CHF 0.45 CHF 120,000 50,000 114,950 50,000 51,782 CHF 23,617 CHF 97.69% 97.69%
11/11/2024 4.05% 0.50 CHF 0.52 CHF 100,000 50,000 103,516 50,000 51,420 CHF 25,877 CHF 100.00% 100.00%
08/11/2024 4.66% 0.44 CHF 0.47 CHF 120,000 50,000 119,050 50,000 52,414 CHF 23,071 CHF 96.30% 96.30%
07/11/2024 4.66% 0.42 CHF 0.44 CHF 120,000 50,000 117,236 48,588 52,442 CHF 22,790 CHF 91.03% 91.03%

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