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
22/11/2024 2.58% 0.40 CHF 0.41 CHF 150,000 150,000 144,270 144,270 55,268 CHF 56,711 CHF 100.00% 100.00%
20/11/2024 2.55% 0.39 CHF 0.40 CHF 150,000 150,000 147,638 147,638 57,230 CHF 58,706 CHF 100.00% 100.00%
19/11/2024 2.77% 0.38 CHF 0.39 CHF 150,000 150,000 150,000 150,000 53,427 CHF 54,927 CHF 99.89% 99.89%
18/11/2024 2.67% 0.39 CHF 0.40 CHF 150,000 150,000 150,000 150,000 55,365 CHF 56,865 CHF 99.90% 99.90%
15/11/2024 2.48% 0.39 CHF 0.40 CHF 150,000 150,000 136,100 136,100 54,101 CHF 55,462 CHF 100.00% 100.00%
14/11/2024 2.62% 0.41 CHF 0.42 CHF 125,000 125,000 143,765 143,765 54,196 CHF 55,634 CHF 100.00% 100.00%
13/11/2024 2.76% 0.34 CHF 0.35 CHF 150,000 150,000 151,303 151,303 54,085 CHF 55,598 CHF 100.00% 100.00%
12/11/2024 2.57% 0.37 CHF 0.38 CHF 150,000 150,000 147,825 147,825 56,751 CHF 58,230 CHF 99.66% 99.66%
11/11/2024 2.25% 0.43 CHF 0.44 CHF 125,000 125,000 125,000 125,000 55,031 CHF 56,281 CHF 99.88% 99.88%
08/11/2024 2.29% 0.43 CHF 0.44 CHF 125,000 125,000 125,000 125,000 54,085 CHF 55,335 CHF 100.00% 100.00%

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