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 1.60% 0.66 CHF 0.67 CHF 80,000 60,000 87,291 36,516 54,053 CHF 23,201 CHF 99.62% 99.62%
19/11/2024 1.68% 0.60 CHF 0.61 CHF 90,000 60,000 90,141 36,516 53,362 CHF 22,056 CHF 99.65% 99.65%
18/11/2024 1.94% 0.53 CHF 0.54 CHF 100,000 60,000 101,413 36,590 51,827 CHF 19,145 CHF 98.52% 98.52%
15/11/2024 2.03% 0.47 CHF 0.48 CHF 110,000 60,000 107,466 36,516 52,463 CHF 18,110 CHF 99.64% 99.64%
14/11/2024 2.24% 0.50 CHF 0.51 CHF 100,000 60,000 117,992 36,516 51,995 CHF 16,865 CHF 99.64% 99.64%
13/11/2024 1.89% 0.48 CHF 0.49 CHF 110,000 60,000 101,611 36,753 53,353 CHF 19,487 CHF 96.15% 96.15%
12/11/2024 1.90% 0.53 CHF 0.54 CHF 100,000 60,000 99,981 36,523 52,230 CHF 19,453 CHF 99.52% 99.52%
11/11/2024 1.49% 0.58 CHF 0.59 CHF 90,000 60,000 82,485 36,596 54,996 CHF 24,340 CHF 98.43% 98.43%
08/11/2024 1.38% 0.73 CHF 0.74 CHF 70,000 60,000 73,789 36,518 52,890 CHF 26,631 CHF 99.62% 99.62%
07/11/2024 1.32% 0.75 CHF 0.76 CHF 70,000 60,000 71,512 39,802 53,694 CHF 30,052 CHF 57.45% 57.45%

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