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 5.70% 0.57 CHF 0.60 CHF 60,000 60,000 60,000 60,000 30,775 CHF 32,575 CHF 100.00% 100.00%
19/11/2024 4.55% 0.62 CHF 0.65 CHF 60,000 60,000 60,000 60,000 38,751 CHF 40,551 CHF 100.00% 100.00%
18/11/2024 4.86% 0.56 CHF 0.59 CHF 60,000 60,000 60,000 60,000 36,137 CHF 37,937 CHF 98.96% 98.96%
15/11/2024 5.43% 0.61 CHF 0.64 CHF 60,000 60,000 60,000 60,000 32,326 CHF 34,126 CHF 100.00% 100.00%
14/11/2024 5.86% 0.46 CHF 0.49 CHF 60,000 60,000 60,000 60,000 29,874 CHF 31,674 CHF 100.00% 100.00%
13/11/2024 5.49% 0.54 CHF 0.57 CHF 60,000 60,000 60,000 60,000 31,908 CHF 33,708 CHF 99.87% 99.87%
12/11/2024 7.18% 0.44 CHF 0.47 CHF 60,000 60,000 60,000 60,000 24,178 CHF 25,978 CHF 100.00% 100.00%
11/11/2024 7.32% 0.36 CHF 0.39 CHF 60,000 60,000 59,971 59,971 23,827 CHF 25,627 CHF 100.00% 100.00%
08/11/2024 5.76% 0.50 CHF 0.53 CHF 60,000 60,000 60,000 60,000 30,339 CHF 32,139 CHF 100.00% 100.00%
07/11/2024 5.58% 0.51 CHF 0.54 CHF 60,000 60,000 60,000 60,000 31,371 CHF 33,171 CHF 99.68% 99.68%

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