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 5.94% 0.54 CHF 0.57 CHF 77,229 50,000 75,777 50,000 43,431 CHF 30,423 CHF 99.48% 99.48%
19/11/2024 4.30% 0.55 CHF 0.57 CHF 76,492 50,000 77,242 50,000 41,850 CHF 28,288 CHF 94.69% 94.69%
18/11/2024 4.18% 0.58 CHF 0.60 CHF 76,023 50,000 76,545 43,102 43,968 CHF 25,622 CHF 95.91% 95.91%
15/11/2024 3.54% 0.60 CHF 0.62 CHF 76,585 50,000 76,370 50,000 46,009 CHF 31,215 CHF 58.43% 58.43%
14/11/2024 3.58% 0.61 CHF 0.63 CHF 77,501 50,000 76,699 50,000 47,974 CHF 32,415 CHF 91.86% 91.86%
13/11/2024 - 0.63 CHF 0.66 CHF 77,743 50,000 0 0 0 CHF 0 CHF 0.00% 0.00%
12/11/2024 3.06% 0.64 CHF 0.66 CHF 76,779 50,000 75,618 50,000 50,623 CHF 34,516 CHF 100.00% 100.00%
11/11/2024 3.29% 0.71 CHF 0.73 CHF 74,000 50,000 73,752 50,000 51,833 CHF 36,318 CHF 71.95% 71.95%
08/11/2024 3.39% 0.64 CHF 0.66 CHF 75,489 50,000 75,546 50,000 47,430 CHF 32,472 CHF 100.00% 100.00%
07/11/2024 3.67% 0.64 CHF 0.66 CHF 75,482 50,000 75,711 48,634 48,305 CHF 32,223 CHF 91.15% 91.15%

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