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 2.54% 0.33 CHF 0.34 CHF 160,000 100,000 133,202 60,860 51,810 CHF 23,846 CHF 99.58% 99.58%
19/11/2024 2.88% 0.33 CHF 0.34 CHF 160,000 100,000 151,846 62,497 51,977 CHF 21,835 CHF 86.42% 86.42%
18/11/2024 2.59% 0.39 CHF 0.40 CHF 130,000 100,000 136,420 60,856 52,013 CHF 23,833 CHF 99.54% 99.54%
15/11/2024 2.11% 0.38 CHF 0.39 CHF 140,000 100,000 111,672 60,521 52,501 CHF 28,553 CHF 98.34% 98.34%
14/11/2024 1.94% 0.51 CHF 0.52 CHF 100,000 100,000 100,199 60,743 51,172 CHF 31,756 CHF 99.26% 99.26%
13/11/2024 2.23% 0.45 CHF 0.46 CHF 120,000 100,000 111,535 60,868 50,881 CHF 28,120 CHF 96.48% 96.48%
12/11/2024 2.42% 0.44 CHF 0.45 CHF 120,000 100,000 127,847 61,145 52,080 CHF 25,733 CHF 96.96% 96.96%
11/11/2024 10.52% 0.38 CHF 0.43 CHF 10,000 10,000 6,090 6,090 2,728 CHF 3,032 CHF 99.11% 99.11%
08/11/2024 1.95% 0.49 CHF 0.50 CHF 110,000 100,000 102,337 60,851 51,944 CHF 31,482 CHF 99.58% 99.58%
07/11/2024 2.13% 0.52 CHF 0.53 CHF 100,000 100,000 110,029 60,912 51,181 CHF 29,114 CHF 99.09% 99.09%

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