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 2.42% 0.41 CHF 0.42 CHF 109,154 50,000 109,476 50,000 44,687 CHF 20,910 CHF 100.00% 100.00%
19/11/2024 2.66% 0.38 CHF 0.39 CHF 111,300 50,000 111,812 50,000 41,464 CHF 19,043 CHF 99.94% 99.94%
18/11/2024 2.54% 0.39 CHF 0.40 CHF 111,268 50,000 111,207 50,000 43,199 CHF 19,924 CHF 99.64% 99.64%
15/11/2024 2.50% 0.39 CHF 0.40 CHF 111,031 50,000 110,960 50,000 43,791 CHF 20,234 CHF 100.00% 100.00%
14/11/2024 2.35% 0.42 CHF 0.43 CHF 109,336 50,000 109,335 50,000 46,051 CHF 21,560 CHF 99.44% 99.44%
13/11/2024 2.31% 0.43 CHF 0.44 CHF 107,712 50,000 108,041 49,819 46,163 CHF 21,785 CHF 98.88% 98.88%
12/11/2024 2.19% 0.44 CHF 0.45 CHF 107,234 50,000 106,368 50,000 48,085 CHF 23,104 CHF 100.00% 100.00%
11/11/2024 2.06% 0.47 CHF 0.48 CHF 104,949 50,000 104,326 50,000 50,213 CHF 24,566 CHF 65.66% 65.66%
08/11/2024 2.03% 0.48 CHF 0.49 CHF 103,483 50,000 103,001 50,000 50,183 CHF 24,861 CHF 61.11% 61.11%
07/11/2024 2.08% 0.50 CHF 0.51 CHF 102,744 50,000 100,719 48,507 50,419 CHF 24,785 CHF 86.05% 86.05%

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