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 3.64% 0.25 CHF 0.28 CHF 200,000 100,000 190,170 100,000 51,309 CHF 27,983 CHF 14.13% 99.38%
19/11/2024 3.81% 0.27 CHF 0.28 CHF 190,000 100,000 197,802 100,000 50,934 CHF 26,773 CHF 100.00% 100.00%
18/11/2024 3.39% 0.29 CHF 0.30 CHF 180,000 100,000 178,487 100,000 51,717 CHF 29,989 CHF 100.00% 100.00%
15/11/2024 3.29% 0.29 CHF 0.30 CHF 180,000 100,000 171,814 100,000 51,286 CHF 30,859 CHF 99.99% 99.99%
14/11/2024 3.60% 0.28 CHF 0.29 CHF 180,000 100,000 185,989 100,000 50,727 CHF 28,320 CHF 99.52% 99.52%
13/11/2024 3.55% 0.28 CHF 0.29 CHF 180,000 100,000 183,523 99,703 51,144 CHF 28,806 CHF 99.32% 99.32%
12/11/2024 3.26% 0.29 CHF 0.30 CHF 180,000 100,000 171,706 100,000 51,822 CHF 31,196 CHF 100.00% 100.00%
11/11/2024 2.65% 0.37 CHF 0.38 CHF 140,000 100,000 140,000 100,000 52,238 CHF 38,313 CHF 100.00% 100.00%
08/11/2024 2.70% 0.35 CHF 0.36 CHF 150,000 100,000 140,999 100,000 51,440 CHF 37,493 CHF 100.00% 100.00%
07/11/2024 - 0.36 CHF 0.42 CHF 140,000 25,000 0 0 0 CHF 0 CHF 0.00% 0.00%

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