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 2.23% 0.88 CHF 0.91 CHF 60,000 50,000 60,000 50,000 56,670 CHF 48,288 CHF 100.00% 100.00%
19/11/2024 2.24% 0.90 CHF 0.92 CHF 60,000 50,000 60,000 50,000 55,732 CHF 47,495 CHF 100.00% 100.00%
18/11/2024 2.58% 0.85 CHF 0.87 CHF 60,000 50,000 60,241 50,000 50,958 CHF 43,403 CHF 100.00% 100.00%
15/11/2024 2.46% 0.85 CHF 0.87 CHF 60,000 50,000 60,188 50,000 51,174 CHF 43,575 CHF 100.00% 100.00%
14/11/2024 2.42% 0.85 CHF 0.88 CHF 60,000 50,000 60,975 50,000 51,631 CHF 43,390 CHF 98.87% 98.87%
13/11/2024 2.63% 0.82 CHF 0.85 CHF 70,000 50,000 70,000 49,435 56,051 CHF 40,630 CHF 99.40% 99.40%
12/11/2024 2.48% 0.85 CHF 0.87 CHF 60,000 50,000 60,833 50,000 51,866 CHF 43,715 CHF 100.00% 100.00%
11/11/2024 2.55% 0.82 CHF 0.84 CHF 70,000 50,000 70,000 50,000 56,835 CHF 41,645 CHF 100.00% 100.00%
08/11/2024 2.78% 0.79 CHF 0.81 CHF 70,000 50,000 74,703 50,000 54,069 CHF 37,303 CHF 100.00% 100.00%
07/11/2024 2.98% 0.69 CHF 0.71 CHF 80,000 50,000 73,485 48,722 52,599 CHF 35,938 CHF 98.89% 98.89%

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