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 2.27% 0.44 CHF 0.45 CHF 120,000 50,000 112,050 50,000 51,792 CHF 23,658 CHF 92.81% 92.81%
19/11/2024 2.44% 0.44 CHF 0.45 CHF 120,000 50,000 120,072 50,000 52,051 CHF 22,211 CHF 99.53% 99.53%
18/11/2024 2.80% 0.46 CHF 0.47 CHF 110,000 50,000 113,479 44,487 51,785 CHF 20,880 CHF 100.00% 100.00%
15/11/2024 2.37% 0.41 CHF 0.42 CHF 130,000 50,000 117,763 50,000 52,307 CHF 22,781 CHF 92.47% 92.47%
14/11/2024 2.29% 0.47 CHF 0.48 CHF 110,000 50,000 110,050 50,000 51,402 CHF 23,896 CHF 98.20% 98.20%
13/11/2024 2.39% 0.45 CHF 0.46 CHF 120,000 50,000 113,323 49,700 52,203 CHF 23,471 CHF 98.35% 98.35%
12/11/2024 2.18% 0.49 CHF 0.50 CHF 110,000 50,000 101,606 50,000 51,498 CHF 25,918 CHF 97.69% 97.69%
11/11/2024 1.92% 0.55 CHF 0.56 CHF 100,000 50,000 99,362 50,000 54,394 CHF 27,907 CHF 100.00% 100.00%
08/11/2024 2.19% 0.50 CHF 0.51 CHF 100,000 50,000 103,993 50,000 51,712 CHF 25,432 CHF 96.30% 96.30%
07/11/2024 2.18% 0.48 CHF 0.49 CHF 110,000 50,000 101,108 48,588 51,109 CHF 25,108 CHF 91.03% 91.03%

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