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 5.06% 0.34 CHF 0.36 CHF 89,509 75,000 89,431 75,000 30,747 CHF 27,141 CHF 100.00% 100.00%
19/11/2024 4.70% 0.37 CHF 0.39 CHF 88,472 75,000 87,339 75,000 36,422 CHF 32,795 CHF 100.00% 100.00%
18/11/2024 3.55% 0.48 CHF 0.50 CHF 86,180 50,000 85,683 50,000 43,254 CHF 26,154 CHF 100.00% 100.00%
15/11/2024 3.77% 0.54 CHF 0.56 CHF 85,121 50,000 85,464 50,000 44,667 CHF 27,151 CHF 99.99% 99.99%
14/11/2024 2.56% 0.69 CHF 0.71 CHF 80,000 50,000 69,157 50,000 53,455 CHF 39,856 CHF 99.52% 99.52%
13/11/2024 2.37% 0.91 CHF 0.93 CHF 60,000 50,000 63,810 49,597 54,362 CHF 43,437 CHF 73.18% 73.18%
12/11/2024 2.02% 0.99 CHF 1.01 CHF 60,000 50,000 50,017 50,000 51,772 CHF 52,811 CHF 100.00% 100.00%
11/11/2024 2.10% 1.05 CHF 1.07 CHF 50,000 50,000 50,084 50,000 52,148 CHF 53,169 CHF 96.53% 96.53%
08/11/2024 2.09% 0.99 CHF 1.01 CHF 60,000 50,000 59,600 50,000 56,531 CHF 48,443 CHF 92.92% 92.92%
07/11/2024 2.19% 0.95 CHF 0.97 CHF 60,000 50,000 60,000 48,703 56,877 CHF 47,177 CHF 99.12% 99.12%

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