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 5.24% 0.40 CHF 0.41 CHF 78,769 50,000 77,703 50,000 27,384 CHF 18,558 CHF 100.00% 100.00%
19/11/2024 4.45% 0.42 CHF 0.44 CHF 78,976 50,000 79,015 50,000 32,961 CHF 21,803 CHF 100.00% 100.00%
18/11/2024 4.66% 0.41 CHF 0.43 CHF 79,062 50,000 78,833 50,000 31,135 CHF 20,687 CHF 100.00% 100.00%
15/11/2024 4.74% 0.39 CHF 0.41 CHF 78,821 50,000 78,481 50,000 29,413 CHF 19,645 CHF 99.99% 99.99%
14/11/2024 3.92% 0.32 CHF 0.34 CHF 77,264 50,000 77,510 50,000 25,674 CHF 17,221 CHF 99.52% 99.52%
13/11/2024 4.07% 0.35 CHF 0.36 CHF 77,452 50,000 77,505 49,383 27,487 CHF 18,234 CHF 99.32% 99.32%
12/11/2024 4.75% 0.36 CHF 0.38 CHF 77,556 50,000 77,644 50,000 28,265 CHF 19,084 CHF 100.00% 100.00%
11/11/2024 5.52% 0.35 CHF 0.36 CHF 77,080 50,000 76,397 50,000 24,304 CHF 16,795 CHF 100.00% 100.00%
08/11/2024 5.11% 0.37 CHF 0.39 CHF 77,100 50,000 77,054 50,000 28,870 CHF 19,716 CHF 100.00% 100.00%
07/11/2024 4.52% 0.39 CHF 0.41 CHF 77,405 50,000 77,373 48,444 29,208 CHF 19,088 CHF 99.12% 99.12%

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