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 2.80% 0.31 CHF 0.32 CHF 170,000 100,000 146,839 100,000 51,668 CHF 36,436 CHF 100.00% 100.00%
19/11/2024 2.94% 0.33 CHF 0.34 CHF 160,000 100,000 154,759 100,000 51,943 CHF 34,767 CHF 100.00% 100.00%
18/11/2024 2.57% 0.39 CHF 0.40 CHF 130,000 100,000 134,485 100,000 51,728 CHF 39,518 CHF 100.00% 100.00%
15/11/2024 2.21% 0.42 CHF 0.43 CHF 120,000 100,000 116,173 100,000 51,903 CHF 45,725 CHF 100.00% 100.00%
14/11/2024 2.15% 0.49 CHF 0.50 CHF 110,000 100,000 113,773 100,000 52,251 CHF 46,969 CHF 99.52% 99.52%
13/11/2024 2.16% 0.45 CHF 0.46 CHF 120,000 100,000 112,192 99,147 52,071 CHF 47,067 CHF 99.32% 99.32%
12/11/2024 1.75% 0.50 CHF 0.51 CHF 100,000 100,000 100,000 100,000 56,656 CHF 57,656 CHF 100.00% 100.00%
11/11/2024 1.58% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 62,649 CHF 63,649 CHF 100.00% 100.00%
08/11/2024 1.78% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 55,921 CHF 56,921 CHF 100.00% 100.00%
07/11/2024 1.68% 0.65 CHF 0.66 CHF 100,000 100,000 99,644 97,406 62,123 CHF 61,874 CHF 99.12% 99.12%

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