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 2.49% 0.39 CHF 0.40 CHF 150,000 150,000 137,162 137,162 54,280 CHF 55,652 CHF 99.37% 99.37%
19/11/2024 2.73% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 54,192 CHF 55,692 CHF 99.29% 99.29%
18/11/2024 2.57% 0.37 CHF 0.38 CHF 150,000 150,000 144,559 144,559 55,462 CHF 56,908 CHF 99.30% 99.30%
15/11/2024 2.19% 0.41 CHF 0.42 CHF 125,000 125,000 125,000 125,000 56,581 CHF 57,831 CHF 99.39% 99.39%
14/11/2024 2.34% 0.45 CHF 0.46 CHF 125,000 125,000 125,000 125,000 52,813 CHF 54,063 CHF 99.35% 99.35%
13/11/2024 2.25% 0.44 CHF 0.45 CHF 125,000 125,000 125,000 125,000 54,888 CHF 56,138 CHF 99.39% 99.39%
12/11/2024 2.33% 0.42 CHF 0.43 CHF 125,000 125,000 125,000 125,000 53,023 CHF 54,273 CHF 99.10% 99.10%
11/11/2024 2.22% 0.45 CHF 0.46 CHF 125,000 125,000 124,474 124,474 55,518 CHF 56,763 CHF 99.31% 99.31%
08/11/2024 2.63% 0.41 CHF 0.42 CHF 125,000 125,000 146,306 146,306 54,967 CHF 56,430 CHF 99.39% 99.39%
07/11/2024 2.26% 0.42 CHF 0.43 CHF 125,000 125,000 125,788 125,788 55,113 CHF 56,371 CHF 99.26% 99.26%

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