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 1.50% 0.76 CHF 0.77 CHF 70,000 50,000 78,647 50,000 52,180 CHF 33,743 CHF 100.00% 100.00%
19/11/2024 1.22% 0.77 CHF 0.78 CHF 70,000 50,000 68,352 50,000 55,678 CHF 41,285 CHF 92.96% 92.96%
18/11/2024 1.39% 0.71 CHF 0.72 CHF 80,000 50,000 75,515 50,000 53,986 CHF 36,301 CHF 100.00% 100.00%
15/11/2024 1.67% 0.60 CHF 0.61 CHF 90,000 75,000 89,931 75,000 53,472 CHF 45,346 CHF 100.00% 100.00%
14/11/2024 1.71% 0.56 CHF 0.57 CHF 90,000 50,000 90,475 50,000 52,594 CHF 29,584 CHF 99.22% 99.22%
13/11/2024 1.43% 0.67 CHF 0.68 CHF 80,000 50,000 78,778 49,710 54,991 CHF 35,221 CHF 99.36% 99.36%
12/11/2024 1.63% 0.71 CHF 0.72 CHF 80,000 75,000 88,506 75,000 53,762 CHF 46,400 CHF 100.00% 100.00%
11/11/2024 2.02% 0.51 CHF 0.52 CHF 100,000 50,000 96,097 48,734 50,989 CHF 26,369 CHF 100.00% 100.00%
08/11/2024 1.52% 0.66 CHF 0.67 CHF 80,000 50,000 81,514 50,000 53,090 CHF 33,105 CHF 100.00% 100.00%
07/11/2024 1.62% 0.61 CHF 0.62 CHF 90,000 50,000 86,826 50,000 53,086 CHF 31,120 CHF 90.22% 90.22%

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