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 2.29% 0.44 CHF 0.45 CHF 120,000 75,000 111,538 75,000 51,838 CHF 35,680 CHF 100.00% 100.00%
19/11/2024 2.60% 0.41 CHF 0.42 CHF 130,000 50,000 127,475 50,000 52,471 CHF 21,151 CHF 99.99% 99.99%
18/11/2024 3.04% 0.43 CHF 0.44 CHF 120,000 75,000 123,594 63,971 52,069 CHF 27,623 CHF 100.00% 100.00%
15/11/2024 2.89% 0.40 CHF 0.41 CHF 130,000 50,000 140,773 50,000 51,585 CHF 18,916 CHF 99.90% 99.90%
14/11/2024 3.07% 0.43 CHF 0.44 CHF 120,000 50,000 131,363 48,156 48,533 CHF 18,351 CHF 97.31% 97.31%
13/11/2024 2.44% 0.44 CHF 0.45 CHF 120,000 75,000 118,847 74,123 52,517 CHF 33,562 CHF 98.65% 98.65%
12/11/2024 2.60% 0.38 CHF 0.39 CHF 140,000 50,000 126,366 50,000 51,991 CHF 21,138 CHF 96.80% 96.80%
11/11/2024 2.12% 0.48 CHF 0.49 CHF 110,000 50,000 106,732 50,000 52,025 CHF 24,926 CHF 99.56% 99.56%
08/11/2024 2.32% 0.47 CHF 0.49 CHF 110,000 50,000 109,637 50,000 51,977 CHF 24,265 CHF 99.41% 99.41%
07/11/2024 2.38% 0.51 CHF 0.52 CHF 100,000 50,000 94,729 47,981 49,363 CHF 25,596 CHF 97.83% 97.83%

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