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 1.68% 0.65 CHF 0.66 CHF 80,000 50,000 80,000 50,000 52,809 CHF 33,565 CHF 100.00% 100.00%
19/11/2024 1.71% 0.69 CHF 0.70 CHF 80,000 50,000 74,616 50,000 53,183 CHF 36,291 CHF 99.40% 99.40%
18/11/2024 1.70% 0.69 CHF 0.70 CHF 80,000 50,000 79,017 50,000 54,980 CHF 35,404 CHF 100.00% 100.00%
15/11/2024 2.01% 0.74 CHF 0.76 CHF 70,000 50,000 77,698 50,000 52,244 CHF 34,390 CHF 100.00% 100.00%
14/11/2024 2.08% 0.63 CHF 0.64 CHF 80,000 50,000 81,232 50,000 51,390 CHF 32,307 CHF 99.52% 99.52%
13/11/2024 2.41% 0.63 CHF 0.64 CHF 80,000 50,000 86,220 49,383 51,404 CHF 30,172 CHF 99.32% 99.32%
12/11/2024 2.39% 0.57 CHF 0.59 CHF 86,123 50,000 85,338 50,000 45,058 CHF 27,035 CHF 100.00% 100.00%
11/11/2024 2.77% 0.55 CHF 0.56 CHF 85,458 50,000 85,441 50,000 46,810 CHF 28,161 CHF 100.00% 100.00%
08/11/2024 2.06% 0.55 CHF 0.56 CHF 84,895 50,000 84,967 50,000 47,919 CHF 28,787 CHF 100.00% 100.00%
07/11/2024 1.96% 0.60 CHF 0.61 CHF 85,613 50,000 84,164 48,444 52,121 CHF 30,638 CHF 99.13% 99.13%

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