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 2.02% 0.64 CHF 0.65 CHF 80,000 50,000 80,540 50,000 48,880 CHF 30,966 CHF 99.00% 99.00%
19/11/2024 2.49% 0.62 CHF 0.64 CHF 81,032 50,000 80,639 50,000 49,604 CHF 31,532 CHF 100.00% 100.00%
18/11/2024 2.42% 0.57 CHF 0.58 CHF 80,000 50,000 79,764 50,000 44,203 CHF 28,386 CHF 100.00% 100.00%
15/11/2024 1.89% 0.52 CHF 0.53 CHF 79,121 50,000 79,142 50,000 41,571 CHF 26,763 CHF 100.00% 100.00%
14/11/2024 2.13% 0.52 CHF 0.54 CHF 79,064 50,000 79,156 50,000 41,336 CHF 26,670 CHF 99.22% 99.22%
13/11/2024 2.04% 0.57 CHF 0.58 CHF 79,765 50,000 79,375 49,710 44,145 CHF 28,204 CHF 99.36% 99.36%
12/11/2024 2.45% 0.53 CHF 0.54 CHF 78,709 50,000 77,343 50,000 36,534 CHF 24,196 CHF 100.00% 100.00%
11/11/2024 2.72% 0.41 CHF 0.42 CHF 75,807 50,000 75,819 50,000 31,263 CHF 21,183 CHF 100.00% 100.00%
08/11/2024 2.06% 0.48 CHF 0.49 CHF 76,731 50,000 76,657 50,000 36,871 CHF 24,547 CHF 100.00% 100.00%
07/11/2024 2.17% 0.45 CHF 0.46 CHF 76,000 50,000 77,488 48,696 38,953 CHF 24,927 CHF 98.73% 98.73%

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