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 5.82% 0.22 CHF 0.24 CHF 181,311 100,000 180,887 100,000 41,050 CHF 24,056 CHF 100.00% 100.00%
19/11/2024 5.61% 0.21 CHF 0.22 CHF 183,009 100,000 179,888 100,000 41,691 CHF 24,529 CHF 100.00% 100.00%
18/11/2024 5.73% 0.25 CHF 0.27 CHF 177,454 100,000 177,909 100,000 44,507 CHF 26,493 CHF 100.00% 100.00%
15/11/2024 5.52% 0.24 CHF 0.25 CHF 179,514 100,000 179,057 100,000 44,010 CHF 25,974 CHF 99.99% 99.99%
14/11/2024 5.94% 0.26 CHF 0.28 CHF 177,540 100,000 178,554 100,000 45,408 CHF 26,995 CHF 99.52% 99.52%
13/11/2024 5.65% 0.26 CHF 0.27 CHF 177,290 100,000 176,561 99,147 46,012 CHF 27,338 CHF 99.32% 99.32%
12/11/2024 5.44% 0.27 CHF 0.28 CHF 175,464 100,000 174,448 100,000 48,319 CHF 29,251 CHF 100.00% 100.00%
11/11/2024 4.65% 0.29 CHF 0.30 CHF 172,944 100,000 171,732 100,000 50,340 CHF 30,714 CHF 28.27% 28.27%
08/11/2024 5.15% 0.28 CHF 0.30 CHF 172,098 100,000 171,872 100,000 48,750 CHF 29,862 CHF 100.00% 100.00%
07/11/2024 6.07% 0.30 CHF 0.31 CHF 169,973 100,000 171,950 95,825 49,352 CHF 29,224 CHF 61.55% 61.55%

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