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 2.27% 0.44 CHF 0.45 CHF 120,000 50,000 111,151 50,000 52,283 CHF 24,095 CHF 100.00% 100.00%
19/11/2024 2.45% 0.44 CHF 0.46 CHF 120,000 50,000 120,243 50,000 52,209 CHF 22,253 CHF 100.00% 100.00%
18/11/2024 2.25% 0.47 CHF 0.48 CHF 110,000 50,000 110,530 50,000 51,266 CHF 23,722 CHF 100.00% 100.00%
15/11/2024 2.47% 0.41 CHF 0.42 CHF 130,000 50,000 118,003 50,000 52,481 CHF 22,837 CHF 100.00% 100.00%
14/11/2024 2.28% 0.48 CHF 0.49 CHF 110,000 50,000 110,000 50,000 52,410 CHF 24,372 CHF 99.52% 99.52%
13/11/2024 2.29% 0.45 CHF 0.46 CHF 120,000 50,000 111,646 49,700 52,008 CHF 23,726 CHF 98.35% 98.35%
12/11/2024 1.96% 0.50 CHF 0.51 CHF 100,000 50,000 100,555 50,000 52,827 CHF 26,798 CHF 99.93% 99.93%
11/11/2024 1.81% 0.58 CHF 0.59 CHF 90,000 50,000 90,000 50,000 51,856 CHF 29,335 CHF 100.00% 100.00%
08/11/2024 2.17% 0.52 CHF 0.53 CHF 100,000 50,000 100,519 50,000 51,886 CHF 26,381 CHF 100.00% 100.00%
07/11/2024 2.16% 0.49 CHF 0.50 CHF 110,000 50,000 100,247 48,695 52,336 CHF 25,985 CHF 98.50% 98.50%

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