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 2.09% 0.41 CHF 0.42 CHF 160,000 160,000 88,973 88,973 42,064 CHF 42,955 CHF 99.77% 99.77%
19/11/2024 2.88% 0.46 CHF 0.47 CHF 170,000 170,000 89,587 89,587 35,385 CHF 36,391 CHF 99.54% 99.54%
18/11/2024 2.77% 0.40 CHF 0.41 CHF 200,000 200,000 109,719 109,719 40,127 CHF 41,226 CHF 99.90% 99.90%
15/11/2024 2.55% 0.31 CHF 0.32 CHF 170,000 170,000 92,928 92,928 35,935 CHF 36,866 CHF 94.04% 94.04%
14/11/2024 1.98% 0.44 CHF 0.45 CHF 160,000 160,000 82,941 82,941 43,625 CHF 44,489 CHF 90.40% 90.40%
13/11/2024 1.63% 0.57 CHF 0.58 CHF 150,000 150,000 79,439 79,439 49,217 CHF 50,014 CHF 100.00% 100.00%
12/11/2024 1.70% 0.60 CHF 0.61 CHF 150,000 150,000 82,924 82,924 50,296 CHF 51,129 CHF 99.15% 99.15%
11/11/2024 1.84% 0.59 CHF 0.60 CHF 160,000 160,000 89,115 89,115 50,152 CHF 51,046 CHF 99.90% 99.90%
08/11/2024 1.71% 0.55 CHF 0.56 CHF 150,000 150,000 79,198 79,198 46,702 CHF 47,498 CHF 91.30% 91.30%
07/11/2024 1.91% 0.57 CHF 0.58 CHF 170,000 170,000 92,401 92,401 50,059 CHF 50,987 CHF 88.25% 88.25%

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