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 2.98% 0.38 CHF 0.39 CHF 81,657 50,000 80,868 50,000 33,202 CHF 21,154 CHF 99.00% 99.00%
19/11/2024 3.83% 0.39 CHF 0.41 CHF 81,032 50,000 80,903 50,000 32,302 CHF 20,745 CHF 100.00% 100.00%
18/11/2024 2.89% 0.45 CHF 0.46 CHF 80,000 50,000 79,764 50,000 36,872 CHF 23,792 CHF 100.00% 100.00%
15/11/2024 2.15% 0.51 CHF 0.52 CHF 78,995 50,000 79,135 50,000 39,484 CHF 25,489 CHF 100.00% 100.00%
14/11/2024 2.26% 0.50 CHF 0.51 CHF 79,005 50,000 79,158 50,000 39,637 CHF 25,612 CHF 99.22% 99.22%
13/11/2024 2.43% 0.45 CHF 0.47 CHF 79,801 50,000 79,369 49,710 37,100 CHF 23,814 CHF 99.36% 99.36%
12/11/2024 2.16% 0.49 CHF 0.51 CHF 78,709 50,000 77,330 50,000 42,630 CHF 28,172 CHF 100.00% 100.00%
11/11/2024 1.62% 0.62 CHF 0.63 CHF 75,807 50,000 75,829 50,000 46,376 CHF 31,080 CHF 100.00% 100.00%
08/11/2024 2.28% 0.55 CHF 0.56 CHF 76,731 50,000 76,643 50,000 41,881 CHF 27,953 CHF 100.00% 100.00%
07/11/2024 3.31% 0.58 CHF 0.59 CHF 76,000 50,000 77,472 48,696 40,281 CHF 26,231 CHF 98.73% 98.73%

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