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 3.73% 0.43 CHF 0.44 CHF 89,573 75,000 89,425 75,000 38,462 CHF 33,492 CHF 100.00% 100.00%
19/11/2024 3.91% 0.46 CHF 0.48 CHF 88,402 75,000 87,338 75,000 43,886 CHF 39,204 CHF 100.00% 100.00%
18/11/2024 3.14% 0.56 CHF 0.58 CHF 86,180 50,000 85,680 50,000 50,508 CHF 30,417 CHF 100.00% 100.00%
15/11/2024 3.19% 0.62 CHF 0.64 CHF 85,151 50,000 83,929 50,000 51,874 CHF 31,962 CHF 65.66% 65.66%
14/11/2024 2.58% 0.78 CHF 0.80 CHF 70,000 50,000 64,327 50,000 55,033 CHF 44,096 CHF 99.52% 99.52%
13/11/2024 2.16% 0.99 CHF 1.01 CHF 60,000 50,000 58,711 49,588 54,967 CHF 47,647 CHF 71.44% 71.44%
12/11/2024 1.77% 1.08 CHF 1.10 CHF 50,000 50,000 50,000 50,000 55,990 CHF 56,990 CHF 100.00% 100.00%
11/11/2024 1.76% 1.13 CHF 1.15 CHF 50,000 50,000 50,000 50,000 56,315 CHF 57,315 CHF 96.53% 96.53%
08/11/2024 1.92% 1.08 CHF 1.10 CHF 50,000 50,000 50,103 50,000 51,736 CHF 52,635 CHF 92.92% 92.92%
07/11/2024 2.02% 1.03 CHF 1.05 CHF 50,000 50,000 50,000 48,703 51,650 CHF 51,323 CHF 99.12% 99.12%

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