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 2.15% 0.48 CHF 0.49 CHF 110,000 100,000 111,962 100,000 51,575 CHF 47,084 CHF 100.00% 100.00%
19/11/2024 2.06% 0.47 CHF 0.48 CHF 110,000 100,000 109,890 100,000 52,895 CHF 49,136 CHF 100.00% 100.00%
18/11/2024 2.00% 0.49 CHF 0.50 CHF 110,000 100,000 104,136 100,000 51,613 CHF 50,586 CHF 100.00% 100.00%
15/11/2024 2.04% 0.50 CHF 0.51 CHF 100,000 100,000 109,628 100,000 53,135 CHF 49,474 CHF 100.00% 100.00%
14/11/2024 1.96% 0.49 CHF 0.50 CHF 110,000 100,000 102,761 100,000 51,778 CHF 51,427 CHF 99.22% 99.22%
13/11/2024 1.87% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 99,160 53,624 CHF 54,175 CHF 99.36% 99.36%
12/11/2024 2.16% 0.50 CHF 0.51 CHF 100,000 100,000 114,322 100,000 52,438 CHF 46,938 CHF 100.00% 100.00%
11/11/2024 2.64% 0.40 CHF 0.41 CHF 130,000 100,000 138,362 100,000 51,695 CHF 38,391 CHF 100.00% 100.00%
08/11/2024 2.54% 0.39 CHF 0.40 CHF 130,000 100,000 132,558 100,000 51,528 CHF 39,895 CHF 100.00% 100.00%
07/11/2024 2.64% 0.38 CHF 0.39 CHF 140,000 100,000 138,714 97,395 52,797 CHF 38,043 CHF 98.73% 98.73%

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