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 2.90% 0.35 CHF 0.36 CHF 150,000 100,000 152,574 100,000 51,904 CHF 35,053 CHF 99.00% 99.00%
19/11/2024 3.59% 0.28 CHF 0.29 CHF 180,000 100,000 185,767 100,000 50,872 CHF 28,410 CHF 45.63% 45.63%
18/11/2024 3.63% 0.27 CHF 0.28 CHF 192,205 100,000 187,385 100,000 50,737 CHF 28,108 CHF 76.41% 76.41%
15/11/2024 3.20% 0.27 CHF 0.28 CHF 192,767 100,000 168,307 100,000 51,838 CHF 31,902 CHF 97.74% 97.74%
14/11/2024 2.70% 0.35 CHF 0.36 CHF 150,000 100,000 140,598 100,000 51,388 CHF 37,573 CHF 99.22% 99.22%
13/11/2024 2.45% 0.42 CHF 0.43 CHF 120,000 100,000 127,601 99,160 51,786 CHF 41,267 CHF 99.36% 99.36%
12/11/2024 2.12% 0.47 CHF 0.48 CHF 110,000 100,000 112,369 100,000 52,437 CHF 48,334 CHF 100.00% 100.00%
11/11/2024 2.67% 0.37 CHF 0.38 CHF 140,000 100,000 141,771 100,000 52,397 CHF 37,990 CHF 99.41% 99.41%
08/11/2024 3.05% 0.30 CHF 0.31 CHF 170,000 100,000 159,993 100,000 51,678 CHF 33,439 CHF 100.00% 100.00%
07/11/2024 2.61% 0.37 CHF 0.38 CHF 140,000 100,000 131,696 97,395 51,747 CHF 39,325 CHF 98.73% 98.73%

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