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 4.85% 0.18 CHF 0.19 CHF 202,168 50,000 200,252 50,000 40,433 CHF 10,598 CHF 100.00% 100.00%
19/11/2024 5.01% 0.21 CHF 0.22 CHF 199,547 50,000 200,543 50,000 39,167 CHF 10,269 CHF 100.00% 100.00%
18/11/2024 4.10% 0.23 CHF 0.24 CHF 197,699 50,000 197,178 50,000 47,221 CHF 12,478 CHF 100.00% 100.00%
15/11/2024 3.52% 0.27 CHF 0.28 CHF 190,000 50,000 182,892 50,000 51,036 CHF 14,463 CHF 99.89% 99.89%
14/11/2024 4.10% 0.28 CHF 0.29 CHF 180,000 50,000 195,095 50,000 46,942 CHF 12,577 CHF 94.48% 94.48%
13/11/2024 4.39% 0.22 CHF 0.23 CHF 199,076 50,000 197,958 49,519 44,480 CHF 11,624 CHF 98.88% 98.88%
12/11/2024 3.97% 0.22 CHF 0.23 CHF 198,069 50,000 195,740 50,000 48,420 CHF 12,870 CHF 96.40% 96.40%
11/11/2024 2.91% 0.31 CHF 0.32 CHF 170,000 50,000 152,909 50,000 51,697 CHF 17,431 CHF 100.00% 100.00%
08/11/2024 2.86% 0.32 CHF 0.33 CHF 160,000 25,000 150,489 25,000 51,926 CHF 8,898 CHF 100.00% 100.00%
07/11/2024 2.15% 0.44 CHF 0.45 CHF 120,000 25,000 111,474 24,740 51,978 CHF 11,791 CHF 99.06% 99.06%

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