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 2.38% 0.51 CHF 0.52 CHF 100,000 20,000 100,000 20,000 52,910 CHF 10,837 CHF 100.00% 100.00%
19/11/2024 1.66% 0.56 CHF 0.57 CHF 90,000 20,000 89,024 20,000 53,239 CHF 12,168 CHF 100.00% 100.00%
18/11/2024 1.83% 0.55 CHF 0.56 CHF 100,000 20,000 98,233 20,000 53,300 CHF 11,062 CHF 94.79% 94.79%
15/11/2024 2.41% 0.51 CHF 0.52 CHF 100,000 20,000 100,139 20,000 51,204 CHF 10,477 CHF 100.00% 100.00%
14/11/2024 1.86% 0.53 CHF 0.54 CHF 100,000 20,000 98,878 20,000 52,624 CHF 10,853 CHF 99.44% 99.44%
13/11/2024 1.58% 0.63 CHF 0.64 CHF 80,000 20,000 82,547 19,927 52,336 CHF 12,844 CHF 98.88% 98.88%
12/11/2024 1.67% 0.61 CHF 0.62 CHF 90,000 20,000 90,000 20,000 53,301 CHF 12,045 CHF 100.00% 100.00%
11/11/2024 1.70% 0.57 CHF 0.58 CHF 90,000 25,000 90,000 25,000 52,393 CHF 14,804 CHF 100.00% 100.00%
08/11/2024 1.57% 0.62 CHF 0.63 CHF 90,000 25,000 82,084 25,000 51,956 CHF 16,083 CHF 100.00% 100.00%
07/11/2024 1.72% 0.64 CHF 0.65 CHF 80,000 20,000 89,136 19,481 54,017 CHF 12,024 CHF 99.06% 99.06%

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