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 8.25% 0.20 CHF 0.21 CHF 181,579 100,000 180,895 100,000 36,001 CHF 21,615 CHF 100.00% 100.00%
19/11/2024 7.77% 0.18 CHF 0.19 CHF 183,113 100,000 179,817 100,000 36,676 CHF 22,057 CHF 100.00% 100.00%
18/11/2024 6.73% 0.22 CHF 0.24 CHF 177,513 100,000 177,880 100,000 39,736 CHF 23,892 CHF 100.00% 100.00%
15/11/2024 6.74% 0.21 CHF 0.23 CHF 179,212 100,000 179,110 100,000 39,065 CHF 23,335 CHF 99.99% 99.99%
14/11/2024 6.07% 0.24 CHF 0.25 CHF 177,263 100,000 178,510 100,000 40,835 CHF 24,307 CHF 99.52% 99.52%
13/11/2024 6.02% 0.23 CHF 0.24 CHF 177,726 100,000 176,530 99,147 41,453 CHF 24,724 CHF 99.32% 99.32%
12/11/2024 7.06% 0.24 CHF 0.26 CHF 175,231 100,000 174,366 100,000 43,373 CHF 26,697 CHF 100.00% 100.00%
11/11/2024 6.25% 0.26 CHF 0.28 CHF 172,657 100,000 172,339 100,000 45,538 CHF 28,127 CHF 100.00% 100.00%
08/11/2024 5.52% 0.26 CHF 0.27 CHF 172,010 100,000 171,841 100,000 44,337 CHF 27,268 CHF 100.00% 100.00%
07/11/2024 5.62% 0.27 CHF 0.29 CHF 170,442 100,000 171,567 97,408 45,561 CHF 27,359 CHF 99.13% 99.13%

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