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 2.06% 0.94 CHF 0.96 CHF 60,000 50,000 53,624 50,000 53,721 CHF 51,219 CHF 100.00% 100.00%
19/11/2024 2.11% 0.96 CHF 0.98 CHF 60,000 50,000 56,357 50,000 55,619 CHF 50,443 CHF 100.00% 100.00%
18/11/2024 2.27% 0.91 CHF 0.93 CHF 60,000 50,000 60,000 50,000 54,312 CHF 46,299 CHF 100.00% 100.00%
15/11/2024 2.27% 0.91 CHF 0.93 CHF 60,000 50,000 60,000 50,000 54,564 CHF 46,515 CHF 100.00% 100.00%
14/11/2024 2.25% 0.91 CHF 0.93 CHF 60,000 50,000 60,000 50,000 54,387 CHF 46,351 CHF 99.27% 99.27%
13/11/2024 2.44% 0.88 CHF 0.90 CHF 60,000 50,000 60,259 49,435 51,806 CHF 43,547 CHF 99.40% 99.40%
12/11/2024 2.29% 0.91 CHF 0.93 CHF 60,000 50,000 60,000 50,000 54,717 CHF 46,652 CHF 100.00% 100.00%
11/11/2024 2.32% 0.88 CHF 0.90 CHF 60,000 50,000 60,000 50,000 52,309 CHF 44,615 CHF 100.00% 100.00%
08/11/2024 2.54% 0.85 CHF 0.87 CHF 60,000 50,000 68,853 50,000 54,056 CHF 40,312 CHF 100.00% 100.00%
07/11/2024 2.77% 0.75 CHF 0.77 CHF 70,000 50,000 70,000 48,722 54,325 CHF 38,850 CHF 98.89% 98.89%

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