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 2.77% 0.34 CHF 0.35 CHF 150,000 50,000 143,531 50,000 51,169 CHF 18,342 CHF 100.00% 100.00%
19/11/2024 2.78% 0.36 CHF 0.37 CHF 140,000 50,000 146,431 50,000 51,936 CHF 18,249 CHF 99.40% 99.40%
18/11/2024 3.74% 0.37 CHF 0.38 CHF 140,000 50,000 150,591 42,940 51,088 CHF 15,178 CHF 78.09% 78.09%
15/11/2024 3.16% 0.32 CHF 0.33 CHF 158,482 50,000 158,700 50,000 49,394 CHF 16,062 CHF 49.41% 49.41%
14/11/2024 3.02% 0.33 CHF 0.34 CHF 156,154 50,000 156,467 50,000 51,013 CHF 16,802 CHF 92.31% 92.31%
13/11/2024 3.08% 0.32 CHF 0.33 CHF 159,514 50,000 154,260 49,704 50,316 CHF 16,728 CHF 99.32% 99.32%
12/11/2024 2.63% 0.36 CHF 0.37 CHF 140,000 50,000 140,000 50,000 52,449 CHF 19,232 CHF 100.00% 100.00%
11/11/2024 2.53% 0.39 CHF 0.40 CHF 130,000 50,000 131,433 50,000 51,329 CHF 20,034 CHF 100.00% 100.00%
08/11/2024 2.79% 0.38 CHF 0.39 CHF 140,000 50,000 145,613 50,000 51,555 CHF 18,229 CHF 97.01% 97.01%
07/11/2024 2.93% 0.34 CHF 0.35 CHF 149,979 50,000 148,040 48,571 51,741 CHF 17,482 CHF 89.91% 89.91%

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