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 4.60% 0.21 CHF 0.22 CHF 240,000 100,000 237,345 100,000 50,448 CHF 22,266 CHF 100.00% 100.00%
19/11/2024 4.96% 0.22 CHF 0.23 CHF 230,000 100,000 230,619 98,650 49,717 CHF 22,283 CHF 100.00% 100.00%
18/11/2024 4.83% 0.22 CHF 0.23 CHF 230,000 100,000 248,057 100,000 50,147 CHF 21,231 CHF 100.00% 100.00%
15/11/2024 5.77% 0.18 CHF 0.19 CHF 280,000 100,000 266,848 98,303 50,117 CHF 19,465 CHF 100.00% 100.00%
14/11/2024 6.13% 0.17 CHF 0.18 CHF 300,000 100,000 307,383 99,349 50,693 CHF 17,403 CHF 99.28% 99.28%
13/11/2024 5.57% 0.18 CHF 0.19 CHF 280,000 100,000 277,764 99,422 50,306 CHF 19,020 CHF 97.20% 97.20%
12/11/2024 5.09% 0.18 CHF 0.19 CHF 280,000 100,000 265,528 100,000 50,878 CHF 20,181 CHF 100.00% 100.00%
11/11/2024 4.25% 0.21 CHF 0.22 CHF 240,000 100,000 219,751 100,000 50,557 CHF 24,025 CHF 100.00% 100.00%
08/11/2024 4.11% 0.22 CHF 0.23 CHF 230,000 100,000 211,323 100,000 50,376 CHF 24,868 CHF 100.00% 100.00%
07/11/2024 4.15% 0.26 CHF 0.27 CHF 200,000 100,000 209,363 99,694 50,363 CHF 25,023 CHF 100.00% 100.00%

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