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 4.97% 0.17 CHF 0.18 CHF 600,000 200,000 532,037 177,346 104,303 CHF 36,541 CHF 97.98% 97.98%
19/11/2024 5.57% 0.17 CHF 0.18 CHF 600,000 200,000 600,000 200,000 104,967 CHF 36,989 CHF 97.30% 97.30%
18/11/2024 5.10% 0.20 CHF 0.21 CHF 600,000 200,000 600,000 200,000 114,802 CHF 40,267 CHF 98.72% 98.72%
15/11/2024 4.17% 0.19 CHF 0.20 CHF 600,000 200,000 476,449 158,816 111,706 CHF 38,824 CHF 98.17% 98.17%
14/11/2024 3.83% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 115,190 CHF 39,897 CHF 96.59% 96.59%
13/11/2024 4.27% 0.22 CHF 0.23 CHF 450,000 150,000 465,513 155,171 106,664 CHF 37,106 CHF 97.20% 97.20%
12/11/2024 4.79% 0.22 CHF 0.23 CHF 450,000 150,000 592,176 197,392 120,547 CHF 42,156 CHF 96.81% 96.81%
11/11/2024 4.19% 0.20 CHF 0.21 CHF 600,000 200,000 454,646 151,549 106,149 CHF 36,899 CHF 97.75% 97.75%
08/11/2024 3.87% 0.24 CHF 0.25 CHF 450,000 150,000 450,000 150,000 114,212 CHF 39,571 CHF 91.39% 91.39%
07/11/2024 4.20% 0.26 CHF 0.27 CHF 450,000 150,000 598,603 199,534 139,651 CHF 48,546 CHF 98.49% 98.49%

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