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 5.20% 0.25 CHF 0.26 CHF 181,311 100,000 180,938 100,000 45,873 CHF 26,705 CHF 100.00% 100.00%
19/11/2024 6.32% 0.23 CHF 0.25 CHF 183,009 100,000 179,914 100,000 45,937 CHF 27,204 CHF 100.00% 100.00%
18/11/2024 5.28% 0.28 CHF 0.29 CHF 177,652 100,000 177,874 100,000 49,004 CHF 29,044 CHF 100.00% 100.00%
15/11/2024 5.95% 0.26 CHF 0.28 CHF 179,514 100,000 179,082 100,000 48,338 CHF 28,650 CHF 99.99% 99.99%
14/11/2024 5.03% 0.29 CHF 0.30 CHF 177,364 100,000 178,456 100,000 50,133 CHF 29,542 CHF 99.52% 99.52%
13/11/2024 5.60% 0.28 CHF 0.30 CHF 177,409 100,000 176,858 98,950 50,094 CHF 29,635 CHF 80.70% 80.70%
12/11/2024 4.76% 0.30 CHF 0.31 CHF 175,326 100,000 170,059 100,000 51,687 CHF 31,874 CHF 77.00% 77.00%
11/11/2024 4.49% 0.31 CHF 0.33 CHF 170,000 100,000 163,197 100,000 51,722 CHF 33,161 CHF 100.00% 100.00%
08/11/2024 4.89% 0.31 CHF 0.32 CHF 170,000 100,000 169,957 100,000 52,485 CHF 32,430 CHF 100.00% 100.00%
07/11/2024 5.06% 0.32 CHF 0.34 CHF 160,000 100,000 162,433 97,408 51,413 CHF 32,447 CHF 99.13% 99.13%

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