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 2.59% 0.37 CHF 0.38 CHF 140,000 100,000 136,702 100,000 52,049 CHF 39,096 CHF 100.00% 100.00%
19/11/2024 2.73% 0.37 CHF 0.38 CHF 140,000 100,000 142,062 100,000 51,328 CHF 37,148 CHF 100.00% 100.00%
18/11/2024 2.85% 0.35 CHF 0.36 CHF 150,000 100,000 149,687 100,000 51,770 CHF 35,589 CHF 100.00% 100.00%
15/11/2024 2.75% 0.35 CHF 0.36 CHF 150,000 100,000 142,714 100,000 51,195 CHF 36,889 CHF 100.00% 100.00%
14/11/2024 2.92% 0.35 CHF 0.36 CHF 150,000 100,000 153,977 100,000 51,864 CHF 34,748 CHF 99.22% 99.22%
13/11/2024 3.22% 0.31 CHF 0.32 CHF 170,000 100,000 168,298 99,160 51,761 CHF 31,516 CHF 99.36% 99.36%
12/11/2024 2.55% 0.35 CHF 0.36 CHF 150,000 100,000 134,400 100,000 52,019 CHF 39,768 CHF 100.00% 100.00%
11/11/2024 2.09% 0.44 CHF 0.45 CHF 120,000 100,000 111,482 100,000 52,763 CHF 48,365 CHF 100.00% 100.00%
08/11/2024 2.15% 0.46 CHF 0.47 CHF 110,000 100,000 112,387 100,000 51,590 CHF 46,926 CHF 100.00% 100.00%
07/11/2024 2.16% 0.47 CHF 0.48 CHF 110,000 100,000 110,022 97,395 51,521 CHF 46,617 CHF 98.73% 98.73%

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