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 2.04% 0.47 CHF 0.48 CHF 80,000 80,000 79,347 79,347 38,437 CHF 39,231 CHF 99.43% 99.43%
19/11/2024 2.23% 0.47 CHF 0.48 CHF 80,000 80,000 79,534 79,534 35,375 CHF 36,170 CHF 100.00% 100.00%
18/11/2024 2.10% 0.49 CHF 0.50 CHF 80,000 80,000 79,640 79,640 37,562 CHF 38,359 CHF 99.88% 99.88%
15/11/2024 2.32% 0.43 CHF 0.44 CHF 80,000 80,000 80,000 80,000 34,190 CHF 34,990 CHF 100.00% 100.00%
14/11/2024 2.57% 0.41 CHF 0.42 CHF 80,000 80,000 80,000 80,000 30,820 CHF 31,620 CHF 98.49% 98.49%
13/11/2024 2.82% 0.35 CHF 0.36 CHF 90,000 90,000 90,000 90,000 31,582 CHF 32,482 CHF 100.00% 100.00%
12/11/2024 2.50% 0.35 CHF 0.36 CHF 80,000 80,000 80,000 80,000 31,717 CHF 32,517 CHF 99.88% 99.88%
11/11/2024 1.99% 0.49 CHF 0.50 CHF 70,000 70,000 71,551 71,551 35,541 CHF 36,257 CHF 100.00% 100.00%
08/11/2024 2.14% 0.45 CHF 0.46 CHF 80,000 80,000 78,390 78,390 36,265 CHF 37,049 CHF 99.06% 99.06%
07/11/2024 1.97% 0.49 CHF 0.50 CHF 70,000 70,000 70,828 70,828 35,662 CHF 36,371 CHF 99.94% 99.94%

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