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 1.53% 0.64 CHF 0.65 CHF 150,000 50,000 150,000 50,000 97,644 CHF 33,048 CHF 99.17% 99.17%
19/11/2024 1.51% 0.68 CHF 0.69 CHF 150,000 50,000 150,000 50,000 98,654 CHF 33,385 CHF 99.16% 99.16%
18/11/2024 1.49% 0.65 CHF 0.66 CHF 150,000 50,000 150,000 50,000 99,888 CHF 33,796 CHF 99.22% 99.22%
15/11/2024 1.50% 0.69 CHF 0.70 CHF 150,000 50,000 150,000 50,000 99,483 CHF 33,661 CHF 99.17% 99.17%
14/11/2024 1.59% 0.64 CHF 0.65 CHF 150,000 50,000 150,000 50,000 93,396 CHF 31,632 CHF 99.15% 99.15%
13/11/2024 1.71% 0.57 CHF 0.58 CHF 150,000 50,000 150,000 50,000 87,175 CHF 29,558 CHF 99.16% 99.16%
12/11/2024 1.81% 0.52 CHF 0.53 CHF 150,000 50,000 150,000 50,000 82,409 CHF 27,970 CHF 99.16% 99.16%
11/11/2024 1.51% 0.64 CHF 0.65 CHF 150,000 50,000 150,000 50,000 98,577 CHF 33,359 CHF 99.16% 99.16%
08/11/2024 1.50% 0.67 CHF 0.68 CHF 150,000 50,000 150,000 50,000 99,500 CHF 33,667 CHF 99.17% 99.17%
07/11/2024 1.53% 0.64 CHF 0.65 CHF 150,000 50,000 150,000 50,000 97,190 CHF 32,897 CHF 98.18% 98.18%

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