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 3.30% 0.40 CHF 0.41 CHF 110,383 50,000 114,462 50,000 43,356 CHF 19,586 CHF 99.90% 99.90%
20/11/2024 2.96% 0.37 CHF 0.38 CHF 117,057 50,000 113,456 50,000 43,855 CHF 19,914 CHF 96.50% 96.50%
19/11/2024 3.43% 0.38 CHF 0.39 CHF 116,650 50,000 118,984 50,000 43,412 CHF 18,889 CHF 85.20% 85.20%
18/11/2024 3.65% 0.39 CHF 0.40 CHF 115,072 50,000 113,953 43,384 43,442 CHF 17,043 CHF 100.00% 100.00%
15/11/2024 3.13% 0.40 CHF 0.41 CHF 112,729 50,000 111,056 50,000 44,358 CHF 20,614 CHF 100.00% 100.00%
14/11/2024 2.90% 0.41 CHF 0.42 CHF 110,457 50,000 109,618 50,000 45,823 CHF 21,519 CHF 81.03% 81.03%
13/11/2024 3.52% 0.39 CHF 0.40 CHF 112,035 50,000 111,017 49,375 43,811 CHF 20,204 CHF 99.40% 99.40%
12/11/2024 2.51% 0.41 CHF 0.42 CHF 106,769 50,000 104,803 50,000 45,390 CHF 22,207 CHF 100.00% 100.00%
11/11/2024 2.60% 0.47 CHF 0.48 CHF 100,683 50,000 100,409 50,000 46,934 CHF 23,989 CHF 100.00% 100.00%
08/11/2024 3.50% 0.42 CHF 0.43 CHF 106,861 50,000 107,714 50,000 44,368 CHF 21,329 CHF 99.79% 99.79%

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