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 5.61% 0.16 CHF 0.17 CHF 320,000 100,000 294,114 100,000 50,905 CHF 18,375 CHF 95.85% 95.85%
19/11/2024 5.78% 0.17 CHF 0.18 CHF 300,000 100,000 303,658 100,000 51,023 CHF 17,865 CHF 99.33% 99.33%
18/11/2024 5.52% 0.19 CHF 0.20 CHF 270,000 100,000 273,576 88,969 50,814 CHF 17,406 CHF 99.97% 99.97%
15/11/2024 4.69% 0.20 CHF 0.21 CHF 250,000 100,000 241,490 100,000 50,308 CHF 21,851 CHF 100.00% 100.00%
14/11/2024 4.59% 0.23 CHF 0.24 CHF 220,000 100,000 237,096 100,000 50,426 CHF 22,290 CHF 99.09% 99.09%
13/11/2024 4.52% 0.21 CHF 0.22 CHF 240,000 100,000 232,472 99,143 50,497 CHF 22,558 CHF 98.94% 98.94%
12/11/2024 3.75% 0.23 CHF 0.24 CHF 220,000 100,000 196,056 100,000 51,360 CHF 27,237 CHF 96.49% 96.49%
11/11/2024 3.41% 0.29 CHF 0.30 CHF 180,000 100,000 179,451 100,000 51,714 CHF 29,822 CHF 98.15% 98.15%
08/11/2024 3.83% 0.24 CHF 0.25 CHF 210,000 100,000 196,945 100,000 50,473 CHF 26,679 CHF 98.85% 98.85%
07/11/2024 3.43% 0.30 CHF 0.31 CHF 170,000 100,000 176,655 97,611 51,661 CHF 29,642 CHF 95.95% 95.95%

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