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 3.59% 0.27 CHF 0.28 CHF 109,456 50,000 109,466 50,000 29,976 CHF 14,192 CHF 100.00% 100.00%
19/11/2024 4.15% 0.24 CHF 0.25 CHF 111,248 50,000 111,783 50,000 26,378 CHF 12,300 CHF 99.94% 99.94%
18/11/2024 3.88% 0.25 CHF 0.26 CHF 111,523 50,000 111,147 50,000 28,078 CHF 13,132 CHF 99.64% 99.64%
15/11/2024 3.82% 0.25 CHF 0.26 CHF 111,265 50,000 111,105 50,000 28,520 CHF 13,336 CHF 100.00% 100.00%
14/11/2024 3.43% 0.29 CHF 0.30 CHF 109,011 50,000 109,087 50,000 31,227 CHF 14,814 CHF 99.44% 99.44%
13/11/2024 3.42% 0.29 CHF 0.30 CHF 108,146 50,000 108,128 49,819 31,458 CHF 14,998 CHF 98.88% 98.88%
12/11/2024 3.10% 0.31 CHF 0.32 CHF 107,168 50,000 106,351 50,000 33,827 CHF 16,404 CHF 97.96% 97.96%
11/11/2024 2.84% 0.34 CHF 0.35 CHF 105,011 50,000 104,135 50,000 36,199 CHF 17,882 CHF 100.00% 100.00%
08/11/2024 2.76% 0.35 CHF 0.36 CHF 103,507 50,000 102,731 50,000 36,714 CHF 18,370 CHF 88.69% 88.69%
07/11/2024 2.83% 0.36 CHF 0.37 CHF 102,276 50,000 102,608 48,703 37,478 CHF 18,295 CHF 99.06% 99.06%

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