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 5.04% 0.17 CHF 0.18 CHF 900,000 300,000 768,171 256,057 148,781 CHF 52,154 CHF 99.18% 99.18%
19/11/2024 4.88% 0.19 CHF 0.20 CHF 750,000 250,000 750,000 250,000 150,120 CHF 52,540 CHF 96.66% 96.66%
18/11/2024 5.25% 0.20 CHF 0.21 CHF 750,000 250,000 782,848 260,949 145,268 CHF 51,032 CHF 97.33% 97.33%
15/11/2024 3.52% 0.25 CHF 0.26 CHF 750,000 250,000 737,794 245,931 206,127 CHF 71,168 CHF 96.42% 96.42%
14/11/2024 2.91% 0.36 CHF 0.37 CHF 600,000 200,000 616,072 205,357 208,808 CHF 71,656 CHF 99.29% 99.29%
13/11/2024 4.52% 0.21 CHF 0.22 CHF 750,000 250,000 750,000 250,000 162,123 CHF 56,541 CHF 98.79% 98.79%
12/11/2024 4.03% 0.23 CHF 0.24 CHF 750,000 250,000 750,000 250,000 182,560 CHF 63,353 CHF 99.37% 99.37%
11/11/2024 4.25% 0.23 CHF 0.24 CHF 750,000 250,000 750,000 250,000 173,095 CHF 60,198 CHF 99.36% 99.36%
08/11/2024 4.67% 0.20 CHF 0.21 CHF 900,000 300,000 831,423 277,141 173,863 CHF 60,726 CHF 99.36% 99.36%
07/11/2024 4.64% 0.22 CHF 0.23 CHF 750,000 250,000 869,425 289,808 183,042 CHF 63,912 CHF 98.64% 98.64%

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