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 1.98% 0.51 CHF 0.52 CHF 100,000 50,000 103,795 50,000 51,822 CHF 25,483 CHF 100.00% 100.00%
19/11/2024 1.87% 0.51 CHF 0.52 CHF 100,000 50,000 100,000 50,000 53,007 CHF 27,003 CHF 100.00% 100.00%
18/11/2024 1.90% 0.51 CHF 0.52 CHF 100,000 50,000 100,000 50,000 52,143 CHF 26,572 CHF 100.00% 100.00%
15/11/2024 1.90% 0.50 CHF 0.51 CHF 100,000 50,000 99,460 50,000 51,798 CHF 26,550 CHF 100.00% 100.00%
14/11/2024 1.77% 0.54 CHF 0.55 CHF 100,000 50,000 93,912 50,000 52,580 CHF 28,527 CHF 99.22% 99.22%
13/11/2024 1.69% 0.58 CHF 0.59 CHF 90,000 50,000 90,000 49,448 52,756 CHF 29,478 CHF 99.36% 99.36%
12/11/2024 1.73% 0.58 CHF 0.59 CHF 90,000 50,000 90,000 50,000 51,605 CHF 29,169 CHF 100.00% 100.00%
11/11/2024 1.94% 0.53 CHF 0.54 CHF 100,000 50,000 101,446 50,000 51,700 CHF 25,996 CHF 100.00% 100.00%
08/11/2024 3.02% 0.54 CHF 0.56 CHF 25,000 25,000 25,000 25,000 14,755 CHF 15,208 CHF 100.00% 100.00%
07/11/2024 1.91% 0.51 CHF 0.52 CHF 100,000 50,000 100,000 48,697 53,016 CHF 26,317 CHF 98.73% 98.73%

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