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 2.14% 0.41 CHF 0.42 CHF 80,281 20,000 79,473 20,000 36,897 CHF 9,489 CHF 100.00% 100.00%
19/11/2024 2.40% 0.44 CHF 0.45 CHF 79,602 20,000 80,026 20,000 32,964 CHF 8,440 CHF 100.00% 100.00%
18/11/2024 2.38% 0.43 CHF 0.44 CHF 80,072 20,000 80,346 20,000 33,459 CHF 8,530 CHF 100.00% 100.00%
15/11/2024 2.08% 0.44 CHF 0.45 CHF 80,216 20,000 79,657 20,000 37,922 CHF 9,724 CHF 100.00% 100.00%
14/11/2024 1.99% 0.56 CHF 0.57 CHF 78,478 20,000 79,390 20,000 39,719 CHF 10,210 CHF 99.44% 99.44%
13/11/2024 2.53% 0.41 CHF 0.42 CHF 80,327 20,000 80,368 19,804 31,766 CHF 8,036 CHF 98.88% 98.88%
12/11/2024 2.07% 0.43 CHF 0.44 CHF 79,710 20,000 79,019 20,000 37,804 CHF 9,770 CHF 100.00% 100.00%
11/11/2024 1.59% 0.61 CHF 0.62 CHF 77,142 20,000 76,847 20,000 47,975 CHF 12,686 CHF 100.00% 100.00%
08/11/2024 1.69% 0.56 CHF 0.57 CHF 77,302 20,000 76,755 20,000 45,254 CHF 11,996 CHF 100.00% 100.00%
07/11/2024 1.67% 0.72 CHF 0.73 CHF 75,341 20,000 74,393 16,041 51,838 CHF 11,405 CHF 16.25% 16.25%

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