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 4.64% 0.21 CHF 0.22 CHF 250,000 250,000 250,000 250,000 52,702 CHF 55,202 CHF 100.00% 100.00%
19/11/2024 4.77% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 51,170 CHF 53,670 CHF 99.88% 99.88%
18/11/2024 4.88% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 50,000 CHF 52,500 CHF 99.84% 99.84%
15/11/2024 4.89% 0.20 CHF 0.21 CHF 250,000 250,000 251,764 251,764 50,196 CHF 52,714 CHF 100.00% 100.00%
14/11/2024 5.01% 0.19 CHF 0.20 CHF 275,000 275,000 264,017 264,017 51,401 CHF 54,041 CHF 100.00% 100.00%
13/11/2024 4.89% 0.20 CHF 0.21 CHF 250,000 250,000 251,392 251,392 50,183 CHF 52,697 CHF 100.00% 100.00%
12/11/2024 5.13% 0.19 CHF 0.20 CHF 275,000 275,000 275,000 275,000 52,250 CHF 55,000 CHF 99.69% 99.69%
11/11/2024 5.39% 0.18 CHF 0.19 CHF 275,000 275,000 297,444 297,444 53,655 CHF 56,630 CHF 99.84% 99.84%
08/11/2024 5.14% 0.19 CHF 0.20 CHF 275,000 275,000 276,198 276,199 52,365 CHF 55,127 CHF 100.00% 100.00%
07/11/2024 5.39% 0.18 CHF 0.19 CHF 300,000 300,000 298,535 298,535 53,882 CHF 56,868 CHF 99.90% 99.90%

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