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 3.21% 0.89 CHF 0.91 CHF 60,000 50,000 60,000 50,000 56,509 CHF 48,630 CHF 100.00% 100.00%
19/11/2024 3.22% 0.90 CHF 0.92 CHF 60,000 50,000 60,000 50,000 55,747 CHF 47,977 CHF 100.00% 100.00%
18/11/2024 3.00% 0.87 CHF 0.89 CHF 60,000 50,000 60,017 44,486 51,964 CHF 39,664 CHF 100.00% 100.00%
15/11/2024 2.45% 0.87 CHF 0.89 CHF 60,000 50,000 60,000 50,000 52,245 CHF 44,619 CHF 100.00% 100.00%
14/11/2024 2.44% 0.88 CHF 0.90 CHF 60,000 50,000 60,000 50,000 52,170 CHF 44,547 CHF 99.27% 99.27%
13/11/2024 2.49% 0.85 CHF 0.87 CHF 60,000 50,000 66,398 49,435 55,233 CHF 42,175 CHF 99.40% 99.40%
12/11/2024 2.44% 0.87 CHF 0.89 CHF 60,000 50,000 60,000 50,000 52,596 CHF 44,914 CHF 100.00% 100.00%
11/11/2024 2.41% 0.86 CHF 0.88 CHF 60,000 50,000 60,171 50,000 51,193 CHF 43,579 CHF 100.00% 100.00%
08/11/2024 2.60% 0.83 CHF 0.85 CHF 70,000 50,000 70,000 50,000 54,768 CHF 40,148 CHF 100.00% 100.00%
07/11/2024 2.77% 0.75 CHF 0.77 CHF 70,000 50,000 70,000 48,722 54,176 CHF 38,747 CHF 98.89% 98.89%

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