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 2.86% 0.34 CHF 0.35 CHF 109,727 50,000 109,341 50,000 37,651 CHF 17,717 CHF 100.00% 100.00%
19/11/2024 3.22% 0.31 CHF 0.32 CHF 111,248 50,000 111,783 50,000 34,203 CHF 15,800 CHF 99.94% 99.94%
18/11/2024 3.05% 0.32 CHF 0.33 CHF 111,523 50,000 111,147 50,000 35,859 CHF 16,632 CHF 99.64% 99.64%
15/11/2024 3.02% 0.32 CHF 0.33 CHF 111,265 50,000 111,105 50,000 36,298 CHF 16,836 CHF 100.00% 100.00%
14/11/2024 2.77% 0.36 CHF 0.37 CHF 109,011 50,000 109,087 50,000 38,863 CHF 18,314 CHF 99.44% 99.44%
13/11/2024 2.77% 0.36 CHF 0.37 CHF 108,146 50,000 108,128 49,819 39,027 CHF 18,485 CHF 98.88% 98.88%
12/11/2024 2.54% 0.38 CHF 0.39 CHF 107,168 50,000 106,351 50,000 41,272 CHF 19,904 CHF 97.96% 97.96%
11/11/2024 2.37% 0.41 CHF 0.42 CHF 105,011 50,000 104,135 50,000 43,489 CHF 21,382 CHF 100.00% 100.00%
08/11/2024 2.31% 0.42 CHF 0.43 CHF 103,507 50,000 102,731 50,000 43,905 CHF 21,870 CHF 88.69% 88.69%
07/11/2024 2.39% 0.43 CHF 0.44 CHF 102,276 50,000 102,607 48,703 44,658 CHF 21,704 CHF 99.06% 99.06%

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