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 6.40% 0.19 CHF 0.21 CHF 181,393 100,000 181,024 100,000 35,304 CHF 20,790 CHF 100.00% 100.00%
19/11/2024 6.74% 0.17 CHF 0.19 CHF 182,861 100,000 179,911 100,000 35,900 CHF 21,347 CHF 100.00% 100.00%
18/11/2024 6.51% 0.22 CHF 0.23 CHF 177,355 100,000 177,809 100,000 38,765 CHF 23,275 CHF 100.00% 100.00%
15/11/2024 6.91% 0.21 CHF 0.22 CHF 179,414 100,000 179,059 100,000 37,968 CHF 22,728 CHF 99.99% 99.99%
14/11/2024 6.74% 0.23 CHF 0.25 CHF 177,263 100,000 178,495 100,000 39,722 CHF 23,814 CHF 99.52% 99.52%
13/11/2024 7.10% 0.22 CHF 0.24 CHF 177,627 100,000 176,485 99,147 40,232 CHF 24,263 CHF 99.32% 99.32%
12/11/2024 4.78% 0.23 CHF 0.25 CHF 175,697 100,000 174,475 100,000 42,966 CHF 25,832 CHF 100.00% 100.00%
11/11/2024 4.58% 0.26 CHF 0.27 CHF 173,023 100,000 172,337 100,000 44,986 CHF 27,328 CHF 100.00% 100.00%
08/11/2024 6.03% 0.25 CHF 0.27 CHF 171,838 100,000 171,797 100,000 43,321 CHF 26,784 CHF 100.00% 100.00%
07/11/2024 6.20% 0.26 CHF 0.28 CHF 170,367 100,000 171,549 97,408 44,495 CHF 26,884 CHF 99.13% 99.13%

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