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 2.40% 0.36 CHF 0.37 CHF 80,281 20,000 79,473 20,000 32,923 CHF 8,489 CHF 100.00% 100.00%
19/11/2024 2.73% 0.39 CHF 0.40 CHF 79,629 20,000 80,029 20,000 29,024 CHF 7,455 CHF 100.00% 100.00%
18/11/2024 2.70% 0.38 CHF 0.39 CHF 80,072 20,000 80,346 20,000 29,442 CHF 7,530 CHF 100.00% 100.00%
15/11/2024 2.33% 0.39 CHF 0.40 CHF 80,216 20,000 79,657 20,000 33,939 CHF 8,724 CHF 100.00% 100.00%
14/11/2024 2.21% 0.51 CHF 0.52 CHF 78,478 20,000 79,390 20,000 35,750 CHF 9,210 CHF 99.44% 99.44%
13/11/2024 2.90% 0.36 CHF 0.37 CHF 80,327 20,000 80,368 19,804 27,748 CHF 7,046 CHF 98.88% 98.88%
12/11/2024 2.30% 0.38 CHF 0.39 CHF 79,647 20,000 79,030 20,000 34,010 CHF 8,809 CHF 100.00% 100.00%
11/11/2024 1.72% 0.56 CHF 0.57 CHF 77,109 20,000 76,847 20,000 44,291 CHF 11,727 CHF 100.00% 100.00%
08/11/2024 1.84% 0.51 CHF 0.52 CHF 77,302 20,000 76,755 20,000 41,416 CHF 10,996 CHF 100.00% 100.00%
07/11/2024 1.55% 0.63 CHF 0.64 CHF 75,630 20,000 75,346 19,351 50,097 CHF 13,082 CHF 99.06% 99.06%

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