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 1.97% 0.48 CHF 0.49 CHF 110,000 50,000 102,152 50,000 51,253 CHF 25,602 CHF 100.00% 100.00%
19/11/2024 2.06% 0.48 CHF 0.49 CHF 110,000 50,000 109,555 50,000 52,706 CHF 24,558 CHF 100.00% 100.00%
18/11/2024 2.54% 0.48 CHF 0.49 CHF 110,000 50,000 110,000 43,384 52,254 CHF 21,123 CHF 100.00% 100.00%
15/11/2024 2.22% 0.45 CHF 0.46 CHF 120,000 50,000 117,802 50,000 52,535 CHF 22,815 CHF 100.00% 100.00%
14/11/2024 2.39% 0.43 CHF 0.44 CHF 120,000 50,000 125,765 50,000 51,874 CHF 21,139 CHF 99.27% 99.27%
13/11/2024 2.42% 0.41 CHF 0.42 CHF 130,000 50,000 126,085 49,436 52,138 CHF 20,953 CHF 99.40% 99.40%
12/11/2024 2.26% 0.43 CHF 0.44 CHF 120,000 50,000 120,000 50,000 52,421 CHF 22,342 CHF 100.00% 100.00%
11/11/2024 2.12% 0.47 CHF 0.48 CHF 110,000 50,000 110,000 50,000 51,372 CHF 23,851 CHF 100.00% 100.00%
08/11/2024 2.28% 0.44 CHF 0.45 CHF 120,000 50,000 120,000 50,000 52,147 CHF 22,228 CHF 100.00% 100.00%
07/11/2024 2.27% 0.45 CHF 0.46 CHF 120,000 50,000 116,350 48,746 53,055 CHF 22,720 CHF 99.05% 99.05%

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