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 4.47% 0.21 CHF 0.22 CHF 240,000 25,000 231,187 25,000 50,557 CHF 5,720 CHF 100.00% 100.00%
19/11/2024 3.96% 0.22 CHF 0.23 CHF 230,000 25,000 206,440 25,000 51,132 CHF 6,469 CHF 100.00% 100.00%
18/11/2024 4.93% 0.28 CHF 0.29 CHF 180,000 25,000 222,170 21,692 50,511 CHF 5,202 CHF 100.00% 100.00%
15/11/2024 5.64% 0.21 CHF 0.22 CHF 240,000 25,000 148,884 20,444 33,161 CHF 4,857 CHF 100.00% 100.00%
14/11/2024 3.91% 0.27 CHF 0.28 CHF 190,000 25,000 202,152 25,000 50,760 CHF 6,547 CHF 99.44% 99.44%
13/11/2024 5.01% 0.30 CHF 0.31 CHF 170,000 25,000 244,642 24,387 48,967 CHF 5,297 CHF 97.54% 97.54%
12/11/2024 2.17% 0.32 CHF 0.34 CHF 12,500 12,500 103,523 24,522 50,513 CHF 12,172 CHF 98.63% 98.63%
11/11/2024 1.76% 0.57 CHF 0.58 CHF 90,000 25,000 91,881 25,000 51,680 CHF 14,320 CHF 93.97% 93.97%
08/11/2024 2.01% 0.50 CHF 0.51 CHF 100,000 25,000 104,771 25,000 51,600 CHF 12,574 CHF 96.20% 96.20%
07/11/2024 2.02% 0.50 CHF 0.51 CHF 100,000 25,000 100,643 24,221 51,639 CHF 12,694 CHF 99.06% 99.06%

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