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 2.33% 0.40 CHF 0.41 CHF 130,000 50,000 122,859 50,000 52,161 CHF 21,747 CHF 100.00% 100.00%
19/11/2024 2.37% 0.43 CHF 0.44 CHF 120,000 50,000 124,562 50,000 51,912 CHF 21,358 CHF 100.00% 100.00%
18/11/2024 2.14% 0.45 CHF 0.46 CHF 120,000 50,000 112,547 50,000 51,969 CHF 23,601 CHF 100.00% 100.00%
15/11/2024 1.97% 0.50 CHF 0.51 CHF 100,000 50,000 101,654 50,000 50,992 CHF 25,593 CHF 100.00% 100.00%
14/11/2024 2.13% 0.50 CHF 0.51 CHF 100,000 50,000 110,950 50,000 51,440 CHF 23,772 CHF 99.44% 99.44%
13/11/2024 2.21% 0.44 CHF 0.45 CHF 120,000 50,000 117,825 49,519 52,650 CHF 22,636 CHF 98.88% 98.88%
12/11/2024 2.11% 0.44 CHF 0.45 CHF 120,000 50,000 110,304 50,000 51,821 CHF 23,993 CHF 100.00% 100.00%
11/11/2024 1.77% 0.53 CHF 0.54 CHF 100,000 50,000 92,542 50,000 51,767 CHF 28,495 CHF 100.00% 100.00%
08/11/2024 1.75% 0.54 CHF 0.55 CHF 100,000 25,000 92,413 25,000 52,460 CHF 14,455 CHF 100.00% 100.00%
07/11/2024 1.46% 0.66 CHF 0.67 CHF 80,000 25,000 80,000 24,740 55,051 CHF 17,273 CHF 99.06% 99.06%

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