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 1.73% 0.60 CHF 0.61 CHF 90,000 20,000 90,053 20,000 51,748 CHF 11,693 CHF 100.00% 100.00%
19/11/2024 1.96% 0.54 CHF 0.55 CHF 100,000 20,000 102,865 20,000 52,052 CHF 10,333 CHF 100.00% 100.00%
18/11/2024 1.76% 0.56 CHF 0.57 CHF 90,000 20,000 92,484 20,000 52,042 CHF 11,467 CHF 94.79% 94.79%
15/11/2024 1.66% 0.60 CHF 0.61 CHF 90,000 20,000 90,000 20,000 53,656 CHF 12,124 CHF 100.00% 100.00%
14/11/2024 1.73% 0.58 CHF 0.59 CHF 90,000 20,000 91,131 20,000 52,368 CHF 11,702 CHF 99.44% 99.44%
13/11/2024 2.11% 0.46 CHF 0.47 CHF 112,078 20,000 110,011 19,919 52,281 CHF 9,668 CHF 88.44% 88.44%
12/11/2024 1.91% 0.50 CHF 0.51 CHF 100,000 20,000 100,009 20,000 51,781 CHF 10,555 CHF 100.00% 100.00%
11/11/2024 1.88% 0.54 CHF 0.55 CHF 100,000 25,000 100,000 25,000 52,786 CHF 13,447 CHF 100.00% 100.00%
08/11/2024 2.07% 0.50 CHF 0.51 CHF 109,927 25,000 109,894 25,000 52,571 CHF 12,210 CHF 95.75% 95.75%
07/11/2024 2.05% 0.50 CHF 0.51 CHF 109,771 20,000 101,500 19,387 51,781 CHF 10,084 CHF 83.91% 83.91%

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