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 2.57% 0.37 CHF 0.38 CHF 140,000 100,000 135,175 100,000 51,984 CHF 39,496 CHF 98.98% 98.98%
19/11/2024 2.97% 0.34 CHF 0.35 CHF 150,000 100,000 156,651 100,000 51,901 CHF 34,156 CHF 100.00% 100.00%
18/11/2024 2.69% 0.37 CHF 0.38 CHF 140,000 100,000 140,164 100,000 51,440 CHF 37,702 CHF 100.00% 100.00%
15/11/2024 2.97% 0.33 CHF 0.34 CHF 160,000 100,000 156,568 100,000 51,880 CHF 34,167 CHF 100.00% 100.00%
14/11/2024 3.12% 0.33 CHF 0.34 CHF 160,000 100,000 164,090 100,000 51,818 CHF 32,604 CHF 99.22% 99.22%
13/11/2024 3.18% 0.30 CHF 0.31 CHF 170,000 100,000 167,423 99,159 51,873 CHF 31,725 CHF 99.36% 99.36%
12/11/2024 2.85% 0.30 CHF 0.31 CHF 170,000 100,000 149,102 100,000 51,529 CHF 35,709 CHF 100.00% 100.00%
11/11/2024 2.12% 0.44 CHF 0.45 CHF 120,000 100,000 111,646 100,000 52,126 CHF 47,721 CHF 100.00% 100.00%
08/11/2024 2.15% 0.45 CHF 0.46 CHF 120,000 100,000 112,712 100,000 51,779 CHF 46,964 CHF 100.00% 100.00%
07/11/2024 2.30% 0.48 CHF 0.49 CHF 110,000 100,000 118,977 97,396 51,975 CHF 43,747 CHF 98.73% 98.73%

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