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 2.09% 0.46 CHF 0.47 CHF 110,000 100,000 110,594 100,000 52,314 CHF 48,315 CHF 98.98% 98.98%
19/11/2024 2.36% 0.43 CHF 0.44 CHF 120,000 100,000 122,492 100,000 51,329 CHF 42,925 CHF 100.00% 100.00%
18/11/2024 2.17% 0.45 CHF 0.46 CHF 120,000 100,000 113,880 100,000 51,789 CHF 46,504 CHF 100.00% 100.00%
15/11/2024 2.36% 0.42 CHF 0.43 CHF 120,000 100,000 123,074 100,000 51,569 CHF 42,930 CHF 100.00% 100.00%
14/11/2024 2.45% 0.42 CHF 0.43 CHF 120,000 100,000 129,376 100,000 52,167 CHF 41,338 CHF 99.22% 99.22%
13/11/2024 2.48% 0.39 CHF 0.40 CHF 130,000 100,000 130,184 99,159 51,833 CHF 40,472 CHF 99.36% 99.36%
12/11/2024 2.28% 0.38 CHF 0.39 CHF 140,000 100,000 120,231 100,000 52,121 CHF 44,452 CHF 100.00% 100.00%
11/11/2024 1.78% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 55,558 CHF 56,558 CHF 100.00% 100.00%
08/11/2024 1.81% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 54,692 CHF 55,692 CHF 100.00% 100.00%
07/11/2024 1.89% 0.56 CHF 0.57 CHF 100,000 100,000 101,222 97,396 53,176 CHF 52,272 CHF 98.73% 98.73%

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