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 5.62% 0.17 CHF 0.18 CHF 300,000 100,000 293,488 100,000 50,773 CHF 18,326 CHF 93.42% 93.42%
19/11/2024 4.94% 0.23 CHF 0.24 CHF 220,000 100,000 228,818 98,566 49,673 CHF 22,434 CHF 99.97% 99.97%
18/11/2024 5.45% 0.19 CHF 0.20 CHF 270,000 100,000 285,544 100,000 50,948 CHF 18,885 CHF 100.00% 100.00%
15/11/2024 6.56% 0.17 CHF 0.18 CHF 300,000 100,000 294,293 98,210 49,897 CHF 17,677 CHF 99.99% 99.99%
14/11/2024 6.29% 0.18 CHF 0.19 CHF 280,000 100,000 311,384 99,346 50,544 CHF 17,201 CHF 99.17% 99.17%
13/11/2024 4.47% 0.21 CHF 0.22 CHF 240,000 100,000 223,677 99,598 50,318 CHF 23,439 CHF 96.97% 96.97%
12/11/2024 4.11% 0.24 CHF 0.25 CHF 210,000 100,000 211,375 100,000 50,394 CHF 24,863 CHF 99.99% 99.99%
11/11/2024 3.74% 0.26 CHF 0.27 CHF 200,000 100,000 196,277 100,000 51,501 CHF 27,254 CHF 99.99% 99.99%
08/11/2024 2.91% 0.32 CHF 0.33 CHF 160,000 100,000 152,818 100,000 51,727 CHF 34,896 CHF 100.00% 100.00%
07/11/2024 3.22% 0.34 CHF 0.35 CHF 150,000 100,000 163,948 99,697 51,280 CHF 32,266 CHF 99.99% 99.99%

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