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 2.11% 0.47 CHF 0.48 CHF 109,320 50,000 109,509 50,000 51,351 CHF 23,947 CHF 100.00% 100.00%
19/11/2024 2.28% 0.44 CHF 0.45 CHF 111,415 50,000 111,654 50,000 48,494 CHF 22,217 CHF 70.65% 70.65%
18/11/2024 2.21% 0.45 CHF 0.46 CHF 111,268 50,000 111,174 50,000 49,712 CHF 22,859 CHF 85.55% 85.55%
15/11/2024 2.22% 0.46 CHF 0.47 CHF 111,360 50,000 111,512 50,000 49,567 CHF 22,725 CHF 14.93% 14.93%
14/11/2024 2.06% 0.48 CHF 0.49 CHF 109,336 50,000 109,335 50,000 52,611 CHF 24,560 CHF 99.44% 99.44%
13/11/2024 2.04% 0.50 CHF 0.51 CHF 107,640 50,000 108,193 49,740 52,571 CHF 24,665 CHF 68.69% 68.69%
12/11/2024 1.93% 0.50 CHF 0.51 CHF 100,000 50,000 100,000 50,000 51,207 CHF 26,104 CHF 100.00% 100.00%
11/11/2024 1.82% 0.53 CHF 0.54 CHF 100,000 50,000 99,426 50,000 53,991 CHF 27,657 CHF 100.00% 100.00%
08/11/2024 1.80% 0.54 CHF 0.55 CHF 100,000 50,000 97,637 50,000 53,722 CHF 28,023 CHF 88.69% 88.69%
07/11/2024 1.85% 0.56 CHF 0.57 CHF 90,000 50,000 92,130 48,703 51,608 CHF 27,792 CHF 99.06% 99.06%

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