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 2.94% 0.59 CHF 0.61 CHF 90,000 75,000 89,858 75,000 53,042 CHF 45,655 CHF 100.00% 100.00%
19/11/2024 2.61% 0.61 CHF 0.63 CHF 90,000 75,000 81,852 75,000 53,062 CHF 49,963 CHF 100.00% 100.00%
18/11/2024 2.95% 0.70 CHF 0.72 CHF 80,000 50,000 72,535 43,766 52,927 CHF 32,756 CHF 88.43% 88.43%
15/11/2024 2.58% 0.77 CHF 0.79 CHF 70,000 50,000 69,895 50,000 52,920 CHF 38,856 CHF 99.99% 99.99%
14/11/2024 2.94% 0.89 CHF 0.91 CHF 60,000 50,000 56,939 50,000 54,761 CHF 49,711 CHF 99.52% 99.52%
13/11/2024 2.95% 1.08 CHF 1.11 CHF 50,000 50,000 53,406 49,650 53,870 CHF 51,711 CHF 84.16% 84.16%
12/11/2024 2.52% 1.16 CHF 1.19 CHF 50,000 50,000 50,000 50,000 59,686 CHF 61,208 CHF 100.00% 100.00%
11/11/2024 2.58% 1.20 CHF 1.23 CHF 50,000 50,000 50,000 50,000 59,878 CHF 61,439 CHF 96.53% 96.53%
08/11/2024 2.66% 1.15 CHF 1.18 CHF 50,000 50,000 50,000 50,000 55,760 CHF 57,260 CHF 92.92% 92.92%
07/11/2024 2.80% 1.11 CHF 1.14 CHF 50,000 50,000 50,000 48,703 55,648 CHF 55,733 CHF 99.12% 99.12%

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