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 2.15% 0.46 CHF 0.51 CHF 110,000 10,000 100,000 10,000 51,398 CHF 5,251 CHF 14.13% 100.00%
19/11/2024 2.58% 0.47 CHF 0.48 CHF 110,000 10,000 36,250 10,000 16,159 CHF 4,542 CHF 100.00% 100.00%
18/11/2024 3.12% 0.45 CHF 0.47 CHF 30,000 10,000 26,692 8,897 12,437 CHF 4,269 CHF 100.00% 100.00%
15/11/2024 3.02% 0.49 CHF 0.50 CHF 30,000 10,000 20,885 8,177 10,771 CHF 4,291 CHF 99.99% 99.99%
14/11/2024 2.51% 0.48 CHF 0.49 CHF 30,000 10,000 30,000 10,000 14,419 CHF 4,929 CHF 99.43% 99.43%
13/11/2024 2.49% 0.52 CHF 0.53 CHF 30,000 10,000 29,812 9,937 14,078 CHF 4,810 CHF 98.87% 98.87%
12/11/2024 2.38% 0.47 CHF 0.48 CHF 30,000 10,000 35,654 10,000 17,708 CHF 5,061 CHF 99.99% 99.99%
11/11/2024 2.00% 0.55 CHF 0.56 CHF 5,000 10,000 29,999 10,000 17,264 CHF 5,871 CHF 83.59% 100.00%
08/11/2024 2.20% 0.53 CHF 0.54 CHF 30,000 10,000 30,000 10,000 16,021 CHF 5,459 CHF 100.00% 100.00%
07/11/2024 2.43% 0.49 CHF 0.51 CHF 30,000 10,000 29,221 9,740 15,142 CHF 5,168 CHF 99.05% 99.05%

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