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 2.66% 0.41 CHF 0.42 CHF 130,000 50,000 132,877 50,000 52,042 CHF 20,133 CHF 100.00% 100.00%
19/11/2024 2.94% 0.36 CHF 0.37 CHF 140,000 50,000 139,975 50,000 52,137 CHF 19,205 CHF 100.00% 100.00%
18/11/2024 2.75% 0.36 CHF 0.37 CHF 140,000 50,000 139,560 50,000 51,952 CHF 19,143 CHF 100.00% 100.00%
15/11/2024 2.51% 0.40 CHF 0.41 CHF 130,000 50,000 130,987 50,000 51,577 CHF 20,195 CHF 100.00% 100.00%
14/11/2024 2.51% 0.34 CHF 0.35 CHF 150,000 50,000 131,940 50,000 51,884 CHF 20,287 CHF 99.52% 99.52%
13/11/2024 2.07% 0.47 CHF 0.48 CHF 110,000 50,000 106,541 49,704 51,942 CHF 24,765 CHF 99.32% 99.32%
12/11/2024 2.13% 0.50 CHF 0.51 CHF 100,000 50,000 111,065 50,000 51,668 CHF 23,769 CHF 100.00% 100.00%
11/11/2024 2.44% 0.43 CHF 0.44 CHF 120,000 50,000 128,533 50,000 52,134 CHF 20,801 CHF 100.00% 100.00%
08/11/2024 2.54% 0.41 CHF 0.42 CHF 130,000 50,000 134,174 50,000 52,071 CHF 19,923 CHF 100.00% 100.00%
07/11/2024 3.05% 0.37 CHF 0.38 CHF 140,000 50,000 151,786 48,695 51,380 CHF 16,996 CHF 98.51% 98.51%

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