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 4.28% 0.36 CHF 0.38 CHF 140,000 50,000 143,982 50,000 51,329 CHF 18,617 CHF 100.00% 100.00%
19/11/2024 3.66% 0.34 CHF 0.36 CHF 150,000 50,000 157,305 50,000 51,943 CHF 17,135 CHF 99.39% 99.39%
18/11/2024 4.43% 0.34 CHF 0.36 CHF 150,000 50,000 151,988 43,383 51,578 CHF 15,397 CHF 99.96% 99.96%
15/11/2024 3.59% 0.32 CHF 0.33 CHF 160,000 50,000 146,975 50,000 51,824 CHF 18,339 CHF 100.00% 100.00%
14/11/2024 2.90% 0.38 CHF 0.39 CHF 140,000 50,000 138,945 50,000 52,691 CHF 19,524 CHF 99.52% 99.52%
13/11/2024 3.17% 0.38 CHF 0.39 CHF 140,000 50,000 131,295 49,383 52,521 CHF 20,392 CHF 99.32% 99.32%
12/11/2024 2.73% 0.42 CHF 0.43 CHF 120,000 50,000 120,063 50,000 53,197 CHF 22,766 CHF 100.00% 100.00%
11/11/2024 3.06% 0.43 CHF 0.45 CHF 120,000 50,000 120,000 50,000 51,763 CHF 22,237 CHF 100.00% 100.00%
08/11/2024 2.87% 0.43 CHF 0.45 CHF 120,000 50,000 120,144 50,000 51,137 CHF 21,902 CHF 100.00% 100.00%
07/11/2024 3.18% 0.40 CHF 0.42 CHF 130,000 50,000 132,684 48,444 52,188 CHF 19,652 CHF 99.13% 99.13%

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