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 3.17% 0.56 CHF 0.58 CHF 90,033 75,000 88,871 75,000 50,831 CHF 44,336 CHF 86.32% 86.32%
19/11/2024 2.88% 0.60 CHF 0.62 CHF 88,402 75,000 83,001 75,000 53,313 CHF 49,674 CHF 81.19% 81.19%
18/11/2024 2.22% 0.71 CHF 0.72 CHF 80,000 50,000 70,801 50,000 51,881 CHF 37,477 CHF 100.00% 100.00%
15/11/2024 2.64% 0.76 CHF 0.78 CHF 70,000 50,000 70,925 50,000 53,148 CHF 38,524 CHF 99.99% 99.99%
14/11/2024 2.22% 0.92 CHF 0.94 CHF 60,000 50,000 55,607 50,000 55,457 CHF 51,217 CHF 99.52% 99.52%
13/11/2024 1.88% 1.13 CHF 1.15 CHF 50,000 50,000 50,744 49,597 54,844 CHF 54,708 CHF 73.18% 73.18%
12/11/2024 1.57% 1.22 CHF 1.24 CHF 50,000 50,000 50,000 50,000 63,107 CHF 64,107 CHF 100.00% 100.00%
11/11/2024 1.57% 1.27 CHF 1.29 CHF 50,000 50,000 50,000 50,000 63,387 CHF 64,387 CHF 96.53% 96.53%
08/11/2024 1.69% 1.22 CHF 1.24 CHF 50,000 50,000 50,000 50,000 58,718 CHF 59,718 CHF 92.92% 92.92%
07/11/2024 1.79% 1.18 CHF 1.20 CHF 50,000 50,000 50,000 48,703 58,836 CHF 58,333 CHF 99.12% 99.12%

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