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 5.30% 0.31 CHF 0.32 CHF 170,000 100,000 169,976 100,000 52,335 CHF 32,469 CHF 100.00% 100.00%
19/11/2024 5.07% 0.29 CHF 0.30 CHF 180,000 100,000 165,353 100,000 51,600 CHF 32,922 CHF 100.00% 100.00%
18/11/2024 4.14% 0.33 CHF 0.35 CHF 160,000 100,000 156,424 100,000 51,962 CHF 34,642 CHF 100.00% 100.00%
15/11/2024 4.45% 0.32 CHF 0.34 CHF 160,000 100,000 158,274 100,000 51,711 CHF 34,182 CHF 99.99% 99.99%
14/11/2024 4.31% 0.34 CHF 0.36 CHF 150,000 100,000 153,374 100,000 51,658 CHF 35,187 CHF 99.52% 99.52%
13/11/2024 4.03% 0.34 CHF 0.35 CHF 150,000 100,000 150,897 99,147 51,789 CHF 35,435 CHF 99.32% 99.32%
12/11/2024 4.76% 0.35 CHF 0.36 CHF 150,000 100,000 142,380 100,000 50,900 CHF 37,507 CHF 100.00% 100.00%
11/11/2024 4.64% 0.37 CHF 0.39 CHF 140,000 100,000 140,000 100,000 52,104 CHF 38,985 CHF 100.00% 100.00%
08/11/2024 3.85% 0.37 CHF 0.38 CHF 140,000 100,000 140,000 100,000 51,238 CHF 38,033 CHF 100.00% 100.00%
07/11/2024 4.20% 0.38 CHF 0.39 CHF 140,000 100,000 140,190 97,408 52,375 CHF 37,958 CHF 99.13% 99.13%

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