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
25/11/2024 2.27% 0.43 CHF 0.44 CHF 120,000 50,000 120,000 50,000 52,180 CHF 22,242 CHF 100.00% 100.00%
22/11/2024 2.27% 0.43 CHF 0.44 CHF 120,000 50,000 119,728 50,000 52,123 CHF 22,270 CHF 100.00% 100.00%
20/11/2024 2.25% 0.45 CHF 0.46 CHF 120,000 50,000 119,221 50,000 52,317 CHF 22,448 CHF 100.00% 100.00%
19/11/2024 2.11% 0.45 CHF 0.46 CHF 120,000 50,000 112,270 50,000 52,700 CHF 23,990 CHF 100.00% 100.00%
18/11/2024 2.15% 0.45 CHF 0.46 CHF 120,000 50,000 112,523 50,000 51,881 CHF 23,566 CHF 100.00% 100.00%
15/11/2024 2.15% 0.44 CHF 0.45 CHF 120,000 50,000 112,748 50,000 51,860 CHF 23,526 CHF 100.00% 100.00%
14/11/2024 1.99% 0.48 CHF 0.49 CHF 110,000 50,000 103,975 50,000 51,829 CHF 25,451 CHF 99.22% 99.22%
13/11/2024 1.89% 0.52 CHF 0.53 CHF 100,000 50,000 100,000 49,448 52,495 CHF 26,451 CHF 99.36% 99.36%
12/11/2024 1.94% 0.52 CHF 0.53 CHF 100,000 50,000 100,000 50,000 51,158 CHF 26,079 CHF 100.00% 100.00%
11/11/2024 2.20% 0.47 CHF 0.48 CHF 110,000 50,000 115,497 50,000 51,863 CHF 22,980 CHF 100.00% 100.00%

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