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 1.93% 0.49 CHF 0.50 CHF 108,370 20,000 100,031 20,000 51,437 CHF 10,484 CHF 100.00% 100.00%
19/11/2024 1.71% 0.54 CHF 0.55 CHF 100,000 20,000 91,612 20,000 53,112 CHF 11,806 CHF 100.00% 100.00%
18/11/2024 1.89% 0.53 CHF 0.54 CHF 100,000 20,000 99,440 20,000 52,226 CHF 10,709 CHF 94.79% 94.79%
15/11/2024 2.00% 0.49 CHF 0.50 CHF 108,598 20,000 104,347 20,000 51,683 CHF 10,111 CHF 100.00% 100.00%
14/11/2024 1.93% 0.51 CHF 0.52 CHF 100,000 20,000 99,973 20,000 51,464 CHF 10,498 CHF 99.44% 99.44%
13/11/2024 1.63% 0.61 CHF 0.62 CHF 90,000 20,000 86,533 19,927 53,349 CHF 12,499 CHF 98.88% 98.88%
12/11/2024 1.72% 0.59 CHF 0.60 CHF 90,000 20,000 90,000 20,000 51,761 CHF 11,702 CHF 100.00% 100.00%
11/11/2024 1.76% 0.56 CHF 0.57 CHF 90,000 25,000 91,181 25,000 51,428 CHF 14,355 CHF 100.00% 100.00%
08/11/2024 1.61% 0.60 CHF 0.61 CHF 90,000 25,000 88,375 25,000 54,353 CHF 15,633 CHF 100.00% 100.00%
07/11/2024 1.77% 0.62 CHF 0.63 CHF 90,000 20,000 90,000 19,481 53,101 CHF 11,709 CHF 99.06% 99.06%

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