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 2.25% 0.43 CHF 0.44 CHF 120,000 50,000 119,984 50,000 52,676 CHF 22,456 CHF 100.00% 100.00%
19/11/2024 2.42% 0.43 CHF 0.44 CHF 120,000 50,000 126,277 50,000 51,647 CHF 20,974 CHF 100.00% 100.00%
18/11/2024 2.37% 0.42 CHF 0.43 CHF 120,000 50,000 124,199 50,000 51,733 CHF 21,341 CHF 100.00% 100.00%
15/11/2024 2.36% 0.44 CHF 0.45 CHF 120,000 50,000 123,583 50,000 51,709 CHF 21,450 CHF 100.00% 100.00%
14/11/2024 2.60% 0.40 CHF 0.41 CHF 130,000 50,000 136,547 50,000 51,740 CHF 19,473 CHF 99.22% 99.22%
13/11/2024 2.82% 0.36 CHF 0.37 CHF 140,000 50,000 145,593 49,448 51,498 CHF 17,998 CHF 99.36% 99.36%
12/11/2024 2.68% 0.36 CHF 0.37 CHF 140,000 50,000 140,034 50,000 51,590 CHF 18,921 CHF 100.00% 100.00%
11/11/2024 2.30% 0.41 CHF 0.42 CHF 130,000 50,000 121,620 50,000 52,384 CHF 22,050 CHF 100.00% 100.00%
08/11/2024 4.50% 0.39 CHF 0.41 CHF 25,000 25,000 25,000 25,000 8,697 CHF 9,098 CHF 91.59% 91.59%
07/11/2024 2.46% 0.43 CHF 0.44 CHF 120,000 50,000 124,480 48,697 51,609 CHF 20,699 CHF 98.73% 98.73%

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