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 3.68% 0.53 CHF 0.55 CHF 100,000 50,000 90,820 50,000 52,222 CHF 29,844 CHF 100.00% 100.00%
19/11/2024 3.79% 0.55 CHF 0.57 CHF 100,000 50,000 91,919 50,000 51,854 CHF 29,313 CHF 100.00% 100.00%
18/11/2024 4.86% 0.52 CHF 0.55 CHF 100,000 50,000 100,023 44,486 52,042 CHF 24,274 CHF 100.00% 100.00%
15/11/2024 4.15% 0.53 CHF 0.55 CHF 100,000 50,000 100,000 50,000 52,564 CHF 27,395 CHF 100.00% 100.00%
14/11/2024 3.89% 0.53 CHF 0.55 CHF 100,000 50,000 100,000 50,000 52,526 CHF 27,306 CHF 99.27% 99.27%
13/11/2024 4.15% 0.51 CHF 0.53 CHF 100,000 50,000 103,240 49,435 51,297 CHF 25,611 CHF 99.40% 99.40%
12/11/2024 3.85% 0.53 CHF 0.55 CHF 100,000 50,000 99,747 50,000 53,161 CHF 27,696 CHF 100.00% 100.00%
11/11/2024 4.14% 0.52 CHF 0.54 CHF 100,000 50,000 100,000 50,000 51,393 CHF 26,781 CHF 100.00% 100.00%
08/11/2024 4.25% 0.50 CHF 0.52 CHF 100,000 50,000 113,538 50,000 52,482 CHF 24,172 CHF 100.00% 100.00%
07/11/2024 4.61% 0.44 CHF 0.46 CHF 120,000 50,000 113,076 48,722 51,607 CHF 23,281 CHF 98.89% 98.89%

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