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 3.03% 0.63 CHF 0.65 CHF 80,000 50,000 78,931 50,000 54,634 CHF 35,694 CHF 100.00% 100.00%
19/11/2024 3.22% 0.65 CHF 0.67 CHF 80,000 50,000 79,912 50,000 54,012 CHF 34,903 CHF 100.00% 100.00%
18/11/2024 3.48% 0.60 CHF 0.62 CHF 90,000 50,000 90,000 50,000 53,489 CHF 30,769 CHF 100.00% 100.00%
15/11/2024 3.48% 0.60 CHF 0.62 CHF 90,000 50,000 89,950 50,000 53,840 CHF 30,988 CHF 100.00% 100.00%
14/11/2024 3.44% 0.60 CHF 0.62 CHF 90,000 50,000 89,859 50,000 53,537 CHF 30,835 CHF 99.27% 99.27%
13/11/2024 3.87% 0.57 CHF 0.59 CHF 90,000 50,000 97,306 49,435 53,385 CHF 28,202 CHF 99.40% 99.40%
12/11/2024 3.46% 0.60 CHF 0.62 CHF 90,000 50,000 89,702 50,000 53,931 CHF 31,125 CHF 100.00% 100.00%
11/11/2024 3.68% 0.57 CHF 0.59 CHF 90,000 50,000 92,488 50,000 51,830 CHF 29,091 CHF 100.00% 100.00%
08/11/2024 4.29% 0.53 CHF 0.56 CHF 100,000 50,000 104,629 50,000 49,165 CHF 24,560 CHF 83.69% 83.69%
07/11/2024 4.70% 0.44 CHF 0.46 CHF 106,312 50,000 106,068 48,764 49,318 CHF 23,744 CHF 98.71% 98.71%

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