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 4.08% 0.32 CHF 0.34 CHF 160,000 100,000 160,000 100,000 52,311 CHF 34,056 CHF 100.00% 100.00%
19/11/2024 3.95% 0.31 CHF 0.32 CHF 170,000 100,000 156,100 100,000 51,669 CHF 34,529 CHF 100.00% 100.00%
18/11/2024 4.12% 0.35 CHF 0.37 CHF 150,000 100,000 148,045 100,000 51,823 CHF 36,493 CHF 100.00% 100.00%
15/11/2024 3.95% 0.34 CHF 0.35 CHF 150,000 100,000 148,721 100,000 51,392 CHF 35,974 CHF 99.99% 99.99%
14/11/2024 4.30% 0.36 CHF 0.38 CHF 140,000 100,000 144,244 100,000 51,074 CHF 36,995 CHF 99.52% 99.52%
13/11/2024 4.22% 0.36 CHF 0.37 CHF 140,000 100,000 142,592 99,147 51,340 CHF 37,253 CHF 99.32% 99.32%
12/11/2024 3.76% 0.37 CHF 0.38 CHF 140,000 100,000 140,000 100,000 52,779 CHF 39,144 CHF 100.00% 100.00%
11/11/2024 3.64% 0.39 CHF 0.40 CHF 130,000 100,000 130,000 100,000 50,886 CHF 40,594 CHF 100.00% 100.00%
08/11/2024 3.95% 0.38 CHF 0.40 CHF 140,000 100,000 136,750 100,000 52,377 CHF 39,862 CHF 100.00% 100.00%
07/11/2024 3.91% 0.40 CHF 0.41 CHF 130,000 100,000 132,081 97,408 51,677 CHF 39,651 CHF 99.13% 99.13%

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