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 190,000 100,000 185,152 100,000 50,908 CHF 28,511 CHF 100.00% 100.00%
19/11/2024 3.59% 0.31 CHF 0.32 CHF 170,000 100,000 169,852 98,650 51,014 CHF 30,659 CHF 99.98% 99.98%
18/11/2024 3.76% 0.27 CHF 0.28 CHF 190,000 100,000 195,945 100,000 51,150 CHF 27,123 CHF 100.00% 100.00%
15/11/2024 4.45% 0.25 CHF 0.26 CHF 200,000 100,000 197,431 98,213 49,853 CHF 25,804 CHF 99.99% 99.99%
14/11/2024 4.20% 0.26 CHF 0.27 CHF 200,000 100,000 205,957 99,348 50,481 CHF 25,387 CHF 99.26% 99.26%
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 150,000 100,000 149,366 100,000 51,722 CHF 35,637 CHF 99.99% 99.99%
08/11/2024 2.34% 0.40 CHF 0.41 CHF 130,000 100,000 123,263 100,000 52,059 CHF 43,270 CHF 100.00% 100.00%
07/11/2024 2.54% 0.42 CHF 0.43 CHF 120,000 100,000 130,457 99,697 51,750 CHF 40,629 CHF 99.99% 99.99%

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