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 2.63% 0.72 CHF 0.74 CHF 70,000 50,000 70,003 50,000 54,848 CHF 40,219 CHF 100.00% 100.00%
19/11/2024 2.70% 0.74 CHF 0.76 CHF 70,000 50,000 70,000 50,000 53,749 CHF 39,443 CHF 100.00% 100.00%
18/11/2024 2.99% 0.69 CHF 0.71 CHF 80,000 50,000 80,000 50,000 54,816 CHF 35,299 CHF 100.00% 100.00%
15/11/2024 2.97% 0.69 CHF 0.71 CHF 80,000 50,000 79,949 50,000 55,122 CHF 35,515 CHF 100.00% 100.00%
14/11/2024 2.96% 0.69 CHF 0.71 CHF 80,000 50,000 79,761 50,000 54,754 CHF 35,360 CHF 99.27% 99.27%
13/11/2024 3.25% 0.66 CHF 0.68 CHF 80,000 50,000 80,802 49,435 51,709 CHF 32,684 CHF 99.40% 99.40%
12/11/2024 2.96% 0.69 CHF 0.71 CHF 80,000 50,000 79,489 50,000 55,010 CHF 35,652 CHF 100.00% 100.00%
11/11/2024 3.16% 0.66 CHF 0.68 CHF 80,000 50,000 80,001 50,000 52,146 CHF 33,636 CHF 100.00% 100.00%
08/11/2024 3.62% 0.63 CHF 0.65 CHF 80,000 50,000 94,203 50,000 53,173 CHF 29,350 CHF 100.00% 100.00%
07/11/2024 3.83% 0.53 CHF 0.55 CHF 100,000 50,000 93,485 48,722 51,969 CHF 28,143 CHF 98.89% 98.89%

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