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 2.07% 0.48 CHF 0.49 CHF 110,000 50,000 110,029 50,000 52,702 CHF 24,449 CHF 100.00% 100.00%
22/11/2024 2.13% 0.45 CHF 0.46 CHF 120,000 50,000 112,851 50,000 52,437 CHF 23,752 CHF 100.00% 100.00%
20/11/2024 2.06% 0.49 CHF 0.50 CHF 110,000 50,000 109,569 50,000 52,700 CHF 24,553 CHF 100.00% 100.00%
19/11/2024 2.04% 0.48 CHF 0.49 CHF 110,000 50,000 109,381 50,000 52,981 CHF 24,723 CHF 95.85% 95.85%
18/11/2024 2.06% 0.47 CHF 0.48 CHF 110,000 50,000 110,000 50,000 52,918 CHF 24,554 CHF 99.57% 99.57%
15/11/2024 2.16% 0.47 CHF 0.48 CHF 110,000 50,000 111,874 50,000 51,290 CHF 23,431 CHF 100.00% 100.00%
14/11/2024 2.20% 0.45 CHF 0.46 CHF 120,000 50,000 119,529 50,000 53,635 CHF 22,938 CHF 99.44% 99.44%
13/11/2024 2.22% 0.45 CHF 0.46 CHF 120,000 50,000 118,603 49,878 52,778 CHF 22,703 CHF 94.79% 94.79%
12/11/2024 2.38% 0.43 CHF 0.44 CHF 120,000 50,000 125,525 50,000 52,024 CHF 21,236 CHF 100.00% 100.00%
11/11/2024 2.50% 0.40 CHF 0.41 CHF 130,000 50,000 130,447 50,000 51,564 CHF 20,267 CHF 94.79% 94.79%

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