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 2.51% 0.44 CHF 0.45 CHF 119,954 50,000 112,653 50,000 51,658 CHF 23,528 CHF 95.80% 95.80%
19/11/2024 3.40% 0.44 CHF 0.45 CHF 118,451 50,000 118,497 50,000 51,960 CHF 22,689 CHF 60.52% 60.52%
18/11/2024 3.85% 0.46 CHF 0.47 CHF 117,431 50,000 113,330 39,633 51,828 CHF 18,683 CHF 63.82% 63.82%
15/11/2024 2.20% 0.48 CHF 0.49 CHF 110,000 50,000 108,880 50,000 52,198 CHF 24,515 CHF 100.00% 100.00%
14/11/2024 2.65% 0.48 CHF 0.49 CHF 110,000 50,000 108,463 50,000 53,035 CHF 25,116 CHF 99.27% 99.27%
13/11/2024 2.53% 0.47 CHF 0.49 CHF 110,000 50,000 108,169 49,375 51,334 CHF 24,058 CHF 99.40% 99.40%
12/11/2024 2.28% 0.49 CHF 0.51 CHF 110,000 50,000 100,046 50,000 52,033 CHF 26,603 CHF 100.00% 100.00%
11/11/2024 2.31% 0.55 CHF 0.56 CHF 100,000 50,000 99,484 50,000 54,467 CHF 28,019 CHF 100.00% 100.00%
08/11/2024 2.88% 0.50 CHF 0.51 CHF 100,000 50,000 105,944 50,000 52,284 CHF 25,409 CHF 94.85% 94.85%
07/11/2024 2.62% 0.50 CHF 0.52 CHF 100,000 50,000 101,006 48,743 50,749 CHF 25,166 CHF 99.06% 99.06%

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