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 4.04% 0.38 CHF 0.40 CHF 140,000 25,000 139,796 25,000 51,845 CHF 9,677 CHF 99.12% 99.12%
19/11/2024 3.78% 0.37 CHF 0.38 CHF 140,000 25,000 109,670 23,455 46,157 CHF 10,594 CHF 94.03% 94.03%
18/11/2024 3.36% 0.58 CHF 0.60 CHF 90,000 25,000 92,094 23,895 51,739 CHF 13,890 CHF 99.79% 99.79%
15/11/2024 2.73% 0.56 CHF 0.58 CHF 90,000 25,000 90,773 25,000 51,774 CHF 14,659 CHF 100.00% 100.00%
14/11/2024 2.59% 0.62 CHF 0.64 CHF 90,000 25,000 89,987 25,000 54,897 CHF 15,652 CHF 99.44% 99.44%
13/11/2024 2.92% 0.61 CHF 0.62 CHF 90,000 25,000 92,031 24,964 53,050 CHF 14,842 CHF 97.95% 97.95%
12/11/2024 2.30% 0.66 CHF 0.68 CHF 80,000 25,000 79,619 25,000 55,097 CHF 17,706 CHF 100.00% 100.00%
11/11/2024 2.05% 0.73 CHF 0.75 CHF 70,000 25,000 70,000 25,000 53,680 CHF 19,569 CHF 96.82% 96.82%
08/11/2024 2.30% 0.71 CHF 0.73 CHF 80,000 25,000 79,274 25,000 55,309 CHF 17,854 CHF 99.79% 99.79%
07/11/2024 2.37% 0.68 CHF 0.70 CHF 80,000 25,000 73,497 24,741 52,956 CHF 18,284 CHF 99.06% 99.06%

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