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 2.17% 0.48 CHF 0.49 CHF 320,000 320,000 141,980 141,980 66,934 CHF 68,360 CHF 99.90% 99.90%
19/11/2024 2.15% 0.47 CHF 0.48 CHF 310,000 310,000 135,755 135,755 64,783 CHF 66,147 CHF 100.00% 100.00%
18/11/2024 1.94% 0.51 CHF 0.52 CHF 310,000 310,000 136,887 136,887 71,090 CHF 72,464 CHF 99.90% 99.90%
15/11/2024 2.32% 0.50 CHF 0.51 CHF 290,000 290,000 109,765 109,765 60,195 CHF 61,488 CHF 97.81% 97.81%
14/11/2024 1.73% 0.59 CHF 0.60 CHF 270,000 270,000 119,897 119,897 71,048 CHF 72,253 CHF 100.00% 100.00%
13/11/2024 1.57% 0.61 CHF 0.62 CHF 270,000 270,000 119,138 119,138 76,370 CHF 77,567 CHF 100.00% 100.00%
12/11/2024 1.58% 0.62 CHF 0.63 CHF 250,000 250,000 114,014 114,014 73,712 CHF 74,857 CHF 100.00% 100.00%
11/11/2024 1.67% 0.74 CHF 0.75 CHF 250,000 250,000 107,725 107,725 82,756 CHF 83,935 CHF 99.90% 99.90%
08/11/2024 1.41% 0.70 CHF 0.71 CHF 230,000 230,000 101,010 101,010 76,340 CHF 77,374 CHF 98.90% 98.90%
07/11/2024 1.79% 0.90 CHF 0.91 CHF 230,000 230,000 104,546 104,546 91,845 CHF 93,212 CHF 100.00% 100.00%

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