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 1.89% 0.47 CHF 0.48 CHF 80,281 20,000 79,476 20,000 41,766 CHF 10,714 CHF 100.00% 100.00%
19/11/2024 2.10% 0.50 CHF 0.51 CHF 79,629 20,000 80,029 20,000 37,827 CHF 9,655 CHF 100.00% 100.00%
18/11/2024 2.07% 0.49 CHF 0.50 CHF 80,072 20,000 80,343 20,000 38,371 CHF 9,753 CHF 100.00% 100.00%
15/11/2024 1.85% 0.50 CHF 0.51 CHF 80,216 20,000 79,657 20,000 42,701 CHF 10,924 CHF 100.00% 100.00%
14/11/2024 1.77% 0.62 CHF 0.63 CHF 78,478 20,000 79,390 20,000 44,483 CHF 11,410 CHF 99.44% 99.44%
13/11/2024 2.21% 0.47 CHF 0.48 CHF 80,327 20,000 80,368 19,804 36,589 CHF 9,224 CHF 98.88% 98.88%
12/11/2024 1.84% 0.49 CHF 0.50 CHF 79,647 20,000 79,030 20,000 42,703 CHF 11,009 CHF 100.00% 100.00%
11/11/2024 1.45% 0.67 CHF 0.68 CHF 77,109 20,000 76,847 20,000 52,745 CHF 13,927 CHF 100.00% 100.00%
08/11/2024 1.54% 0.62 CHF 0.63 CHF 77,302 20,000 76,809 20,000 49,619 CHF 13,123 CHF 93.09% 93.09%
07/11/2024 1.29% 0.74 CHF 0.75 CHF 70,000 20,000 70,000 19,823 54,380 CHF 15,603 CHF 95.26% 95.26%

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