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 4.56% 0.35 CHF 0.36 CHF 150,000 100,000 149,976 100,000 52,176 CHF 36,415 CHF 100.00% 100.00%
19/11/2024 4.51% 0.33 CHF 0.34 CHF 160,000 100,000 145,966 100,000 51,388 CHF 36,922 CHF 100.00% 100.00%
18/11/2024 3.67% 0.37 CHF 0.39 CHF 140,000 100,000 140,000 100,000 52,131 CHF 38,627 CHF 100.00% 100.00%
15/11/2024 3.97% 0.36 CHF 0.38 CHF 140,000 100,000 140,628 100,000 51,597 CHF 38,182 CHF 99.99% 99.99%
14/11/2024 3.86% 0.38 CHF 0.40 CHF 140,000 100,000 138,246 100,000 52,103 CHF 39,187 CHF 99.52% 99.52%
13/11/2024 3.62% 0.38 CHF 0.39 CHF 140,000 100,000 135,768 99,147 52,014 CHF 39,401 CHF 99.32% 99.32%
12/11/2024 4.45% 0.39 CHF 0.40 CHF 130,000 100,000 130,000 100,000 51,691 CHF 41,573 CHF 100.00% 100.00%
11/11/2024 4.20% 0.41 CHF 0.43 CHF 130,000 100,000 127,826 100,000 52,670 CHF 42,985 CHF 100.00% 100.00%
08/11/2024 3.47% 0.41 CHF 0.42 CHF 130,000 100,000 130,000 100,000 52,778 CHF 42,033 CHF 100.00% 100.00%
07/11/2024 3.80% 0.42 CHF 0.43 CHF 120,000 100,000 124,115 97,408 51,300 CHF 41,854 CHF 99.13% 99.13%

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