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 3.57% 0.27 CHF 0.28 CHF 190,000 100,000 185,142 100,000 50,909 CHF 28,513 CHF 100.00% 100.00%
19/11/2024 3.59% 0.31 CHF 0.32 CHF 170,000 100,000 169,825 98,650 51,014 CHF 30,663 CHF 99.97% 99.97%
18/11/2024 3.76% 0.27 CHF 0.28 CHF 190,000 100,000 195,870 100,000 51,170 CHF 27,143 CHF 100.00% 100.00%
15/11/2024 4.44% 0.25 CHF 0.26 CHF 200,000 100,000 197,355 98,213 49,877 CHF 25,825 CHF 99.99% 99.99%
14/11/2024 4.20% 0.26 CHF 0.27 CHF 200,000 100,000 205,913 99,347 50,484 CHF 25,393 CHF 99.27% 99.27%
13/11/2024 3.28% 0.30 CHF 0.31 CHF 170,000 100,000 167,473 99,583 51,695 CHF 31,764 CHF 93.32% 93.32%
12/11/2024 3.07% 0.32 CHF 0.33 CHF 160,000 100,000 161,940 100,000 51,976 CHF 33,110 CHF 99.99% 99.99%
11/11/2024 2.85% 0.34 CHF 0.35 CHF 150,000 100,000 149,444 100,000 51,725 CHF 35,621 CHF 99.99% 99.99%
08/11/2024 2.34% 0.40 CHF 0.41 CHF 130,000 100,000 123,286 100,000 52,044 CHF 43,251 CHF 100.00% 100.00%
07/11/2024 2.55% 0.42 CHF 0.43 CHF 120,000 100,000 130,535 99,697 51,757 CHF 40,611 CHF 99.99% 99.99%

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