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 3.60% 0.27 CHF 0.28 CHF 144,758 50,000 144,240 50,000 39,390 CHF 14,157 CHF 100.00% 100.00%
19/11/2024 4.04% 0.26 CHF 0.27 CHF 145,215 50,000 146,476 50,000 35,642 CHF 12,671 CHF 100.00% 100.00%
18/11/2024 3.92% 0.26 CHF 0.27 CHF 145,907 50,000 146,435 50,000 36,688 CHF 13,029 CHF 100.00% 100.00%
15/11/2024 3.87% 0.27 CHF 0.28 CHF 145,779 50,000 146,626 50,000 37,252 CHF 13,208 CHF 100.00% 100.00%
14/11/2024 4.58% 0.23 CHF 0.24 CHF 147,991 50,000 149,959 50,000 32,120 CHF 11,214 CHF 99.22% 99.22%
13/11/2024 5.20% 0.19 CHF 0.20 CHF 151,292 50,000 150,917 49,448 28,286 CHF 9,762 CHF 99.36% 99.36%
12/11/2024 4.85% 0.20 CHF 0.21 CHF 149,491 50,000 149,657 50,000 30,102 CHF 10,557 CHF 100.00% 100.00%
11/11/2024 3.72% 0.24 CHF 0.25 CHF 145,970 50,000 144,188 50,000 38,086 CHF 13,712 CHF 100.00% 100.00%
08/11/2024 9.39% 0.23 CHF 0.25 CHF 25,000 25,000 25,000 25,000 4,551 CHF 4,995 CHF 100.00% 100.00%
07/11/2024 4.02% 0.27 CHF 0.28 CHF 143,055 50,000 144,956 48,697 35,996 CHF 12,582 CHF 98.73% 98.73%

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