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 3.43% 0.40 CHF 0.42 CHF 90,000 90,000 89,800 89,800 38,917 CHF 40,267 CHF 100.00% 100.00%
19/11/2024 3.58% 0.41 CHF 0.43 CHF 90,000 90,000 89,807 89,807 37,193 CHF 38,543 CHF 99.70% 99.70%
18/11/2024 3.36% 0.45 CHF 0.46 CHF 90,000 90,000 89,903 89,903 39,609 CHF 40,959 CHF 99.92% 99.92%
15/11/2024 3.77% 0.47 CHF 0.48 CHF 90,000 90,000 89,825 89,825 43,607 CHF 45,281 CHF 99.31% 99.31%
14/11/2024 3.47% 0.49 CHF 0.51 CHF 90,000 90,000 89,847 89,847 41,862 CHF 43,343 CHF 100.00% 100.00%
13/11/2024 3.50% 0.42 CHF 0.43 CHF 90,000 90,000 90,000 90,000 37,977 CHF 39,327 CHF 99.96% 99.96%
12/11/2024 3.86% 0.45 CHF 0.47 CHF 90,000 90,000 89,491 89,491 44,145 CHF 45,875 CHF 99.85% 99.85%
11/11/2024 3.76% 0.48 CHF 0.49 CHF 90,000 90,000 89,726 89,726 44,206 CHF 45,898 CHF 100.00% 100.00%
08/11/2024 3.35% 0.44 CHF 0.46 CHF 90,000 90,000 89,997 89,997 39,653 CHF 41,003 CHF 98.58% 98.58%
07/11/2024 3.18% 0.47 CHF 0.49 CHF 90,000 90,000 89,996 89,996 41,935 CHF 43,290 CHF 99.82% 99.82%

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