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 6.93% 0.22 CHF 0.23 CHF 181,456 100,000 180,939 100,000 39,906 CHF 23,639 CHF 100.00% 100.00%
19/11/2024 7.09% 0.20 CHF 0.21 CHF 183,113 100,000 179,826 100,000 40,302 CHF 24,073 CHF 100.00% 100.00%
18/11/2024 5.84% 0.24 CHF 0.26 CHF 177,592 100,000 177,867 100,000 43,512 CHF 25,933 CHF 100.00% 100.00%
15/11/2024 6.42% 0.23 CHF 0.25 CHF 179,353 100,000 179,061 100,000 42,841 CHF 25,516 CHF 99.99% 99.99%
14/11/2024 5.71% 0.26 CHF 0.27 CHF 177,380 100,000 178,542 100,000 44,543 CHF 26,414 CHF 99.52% 99.52%
13/11/2024 5.84% 0.25 CHF 0.27 CHF 177,290 100,000 176,535 99,147 45,042 CHF 26,814 CHF 99.32% 99.32%
12/11/2024 5.91% 0.26 CHF 0.28 CHF 175,328 100,000 174,393 100,000 47,175 CHF 28,698 CHF 100.00% 100.00%
11/11/2024 5.67% 0.28 CHF 0.30 CHF 172,661 100,000 172,192 100,000 49,376 CHF 30,350 CHF 32.83% 32.83%
08/11/2024 5.16% 0.28 CHF 0.29 CHF 171,988 100,000 171,841 100,000 47,789 CHF 29,286 CHF 100.00% 100.00%
07/11/2024 5.59% 0.29 CHF 0.31 CHF 170,612 100,000 171,570 97,408 49,053 CHF 29,449 CHF 99.13% 99.13%

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