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 4.15% 0.25 CHF 0.31 CHF 170,454 50,000 166,001 50,000 50,477 CHF 15,868 CHF 14.13% 100.00%
19/11/2024 3.99% 0.32 CHF 0.33 CHF 160,000 50,000 166,116 50,000 50,386 CHF 15,813 CHF 92.55% 92.55%
18/11/2024 4.17% 0.32 CHF 0.33 CHF 168,702 50,000 169,297 50,000 50,495 CHF 15,547 CHF 60.17% 60.17%
15/11/2024 4.57% 0.28 CHF 0.29 CHF 170,343 50,000 170,152 50,000 47,189 CHF 14,515 CHF 100.00% 100.00%
14/11/2024 4.84% 0.32 CHF 0.33 CHF 168,804 50,000 170,909 50,000 43,838 CHF 13,464 CHF 81.77% 81.77%
13/11/2024 8.45% 0.18 CHF 0.20 CHF 172,381 50,000 173,084 49,383 26,610 CHF 8,247 CHF 99.32% 99.32%
12/11/2024 6.56% 0.14 CHF 0.16 CHF 173,264 50,000 171,844 50,000 32,015 CHF 9,944 CHF 100.00% 100.00%
11/11/2024 4.67% 0.23 CHF 0.24 CHF 170,171 50,000 168,805 49,974 44,075 CHF 13,672 CHF 100.00% 100.00%
08/11/2024 4.64% 0.26 CHF 0.27 CHF 167,955 50,000 167,132 50,000 47,007 CHF 14,732 CHF 58.63% 58.63%
07/11/2024 3.90% 0.31 CHF 0.33 CHF 165,995 50,000 147,934 49,982 51,691 CHF 18,206 CHF 91.62% 91.62%

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