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 3.26% 0.60 CHF 0.62 CHF 90,000 50,000 80,386 49,465 51,393 CHF 32,699 CHF 100.00% 100.00%
19/11/2024 3.22% 0.65 CHF 0.67 CHF 80,000 50,000 80,487 50,000 52,148 CHF 33,464 CHF 99.90% 99.90%
18/11/2024 3.69% 0.63 CHF 0.66 CHF 80,000 50,000 86,466 43,383 53,739 CHF 27,913 CHF 100.00% 100.00%
15/11/2024 3.47% 0.59 CHF 0.61 CHF 90,000 50,000 90,000 50,000 53,192 CHF 30,595 CHF 100.00% 100.00%
14/11/2024 3.34% 0.63 CHF 0.65 CHF 80,000 50,000 89,830 50,000 54,179 CHF 31,181 CHF 99.27% 99.27%
13/11/2024 3.44% 0.59 CHF 0.61 CHF 90,000 50,000 89,460 49,393 53,037 CHF 30,317 CHF 97.38% 97.38%
12/11/2024 3.16% 0.66 CHF 0.68 CHF 80,000 50,000 80,000 50,000 53,249 CHF 34,351 CHF 99.48% 99.48%
11/11/2024 2.88% 0.73 CHF 0.75 CHF 70,000 50,000 70,000 50,000 51,780 CHF 38,067 CHF 100.00% 100.00%
08/11/2024 2.86% 0.74 CHF 0.76 CHF 70,000 50,000 70,000 50,000 52,247 CHF 38,401 CHF 100.00% 100.00%
07/11/2024 2.89% 0.75 CHF 0.77 CHF 70,000 50,000 66,904 47,945 51,498 CHF 37,948 CHF 99.06% 99.06%

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