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 4.36% 0.30 CHF 0.31 CHF 170,000 100,000 170,727 100,000 51,812 CHF 31,705 CHF 100.00% 100.00%
19/11/2024 5.14% 0.28 CHF 0.30 CHF 180,000 100,000 169,889 100,000 51,880 CHF 32,216 CHF 100.00% 100.00%
18/11/2024 4.37% 0.33 CHF 0.34 CHF 160,000 100,000 160,638 100,000 52,401 CHF 34,084 CHF 100.00% 100.00%
15/11/2024 4.64% 0.32 CHF 0.33 CHF 160,000 100,000 161,332 100,000 51,838 CHF 33,681 CHF 99.99% 99.99%
14/11/2024 4.27% 0.34 CHF 0.35 CHF 150,000 100,000 156,737 100,000 51,871 CHF 34,570 CHF 99.52% 99.52%
13/11/2024 4.83% 0.33 CHF 0.35 CHF 160,000 100,000 154,902 99,147 52,072 CHF 34,994 CHF 99.32% 99.32%
12/11/2024 3.54% 0.34 CHF 0.36 CHF 150,000 100,000 145,037 100,000 51,401 CHF 36,734 CHF 100.00% 100.00%
11/11/2024 3.51% 0.36 CHF 0.38 CHF 140,000 100,000 140,000 100,000 51,657 CHF 38,217 CHF 100.00% 100.00%
08/11/2024 4.47% 0.36 CHF 0.38 CHF 140,000 100,000 141,019 100,000 50,692 CHF 37,598 CHF 100.00% 100.00%
07/11/2024 4.56% 0.37 CHF 0.39 CHF 140,000 100,000 140,669 97,408 51,665 CHF 37,459 CHF 99.13% 99.13%

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