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 3.73% 0.25 CHF 0.26 CHF 201,320 50,000 195,198 50,000 51,414 CHF 13,680 CHF 42.44% 42.44%
19/11/2024 3.96% 0.26 CHF 0.27 CHF 199,547 50,000 199,587 50,000 49,542 CHF 12,921 CHF 88.45% 88.45%
18/11/2024 3.36% 0.28 CHF 0.29 CHF 180,000 50,000 176,252 50,000 51,655 CHF 15,169 CHF 100.00% 100.00%
15/11/2024 2.96% 0.33 CHF 0.34 CHF 160,000 50,000 155,553 50,000 51,783 CHF 17,159 CHF 100.00% 100.00%
14/11/2024 3.34% 0.33 CHF 0.34 CHF 160,000 50,000 176,173 50,000 51,801 CHF 15,321 CHF 99.44% 99.44%
13/11/2024 3.49% 0.27 CHF 0.28 CHF 199,570 50,000 181,622 49,420 51,179 CHF 14,438 CHF 82.03% 82.03%
12/11/2024 3.26% 0.27 CHF 0.28 CHF 190,000 50,000 171,753 50,000 51,787 CHF 15,583 CHF 100.00% 100.00%
11/11/2024 2.52% 0.36 CHF 0.37 CHF 140,000 50,000 132,184 50,000 51,750 CHF 20,093 CHF 100.00% 100.00%
08/11/2024 2.48% 0.38 CHF 0.39 CHF 140,000 25,000 130,418 25,000 51,974 CHF 10,233 CHF 100.00% 100.00%
07/11/2024 1.92% 0.50 CHF 0.51 CHF 100,000 25,000 100,184 24,740 52,166 CHF 13,132 CHF 99.06% 99.06%

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