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 2.96% 0.33 CHF 0.34 CHF 144,949 50,000 144,242 50,000 47,995 CHF 17,140 CHF 100.00% 100.00%
19/11/2024 3.25% 0.32 CHF 0.33 CHF 145,009 50,000 146,453 50,000 44,361 CHF 15,650 CHF 100.00% 100.00%
18/11/2024 3.18% 0.32 CHF 0.33 CHF 145,916 50,000 146,433 50,000 45,380 CHF 15,996 CHF 100.00% 100.00%
15/11/2024 3.15% 0.33 CHF 0.34 CHF 145,669 50,000 146,714 50,000 45,880 CHF 16,141 CHF 100.00% 100.00%
14/11/2024 3.61% 0.29 CHF 0.30 CHF 148,024 50,000 150,060 50,000 40,923 CHF 14,140 CHF 99.22% 99.22%
13/11/2024 4.01% 0.25 CHF 0.26 CHF 151,292 50,000 150,912 49,448 37,265 CHF 12,709 CHF 99.36% 99.36%
12/11/2024 3.76% 0.26 CHF 0.27 CHF 150,127 50,000 149,698 50,000 39,040 CHF 13,540 CHF 100.00% 100.00%
11/11/2024 3.05% 0.30 CHF 0.31 CHF 145,889 50,000 144,262 50,000 46,696 CHF 16,689 CHF 100.00% 100.00%
08/11/2024 7.21% 0.29 CHF 0.31 CHF 25,000 25,000 25,000 25,000 6,036 CHF 6,485 CHF 100.00% 100.00%
07/11/2024 3.26% 0.33 CHF 0.34 CHF 143,055 50,000 144,949 48,697 44,556 CHF 15,457 CHF 98.73% 98.73%

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