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 3.92% 0.29 CHF 0.30 CHF 180,000 50,000 181,346 50,000 51,646 CHF 14,827 CHF 100.00% 100.00%
19/11/2024 4.06% 0.29 CHF 0.30 CHF 180,000 50,000 186,242 50,000 51,307 CHF 14,365 CHF 99.99% 99.99%
18/11/2024 5.92% 0.23 CHF 0.24 CHF 220,000 50,000 221,867 44,487 50,560 CHF 10,734 CHF 100.00% 100.00%
15/11/2024 4.81% 0.23 CHF 0.24 CHF 220,000 50,000 217,882 50,000 50,525 CHF 12,177 CHF 100.00% 100.00%
14/11/2024 4.10% 0.28 CHF 0.29 CHF 180,000 50,000 186,944 50,000 51,066 CHF 14,237 CHF 98.83% 98.83%
13/11/2024 4.26% 0.26 CHF 0.28 CHF 200,000 50,000 191,868 49,511 51,241 CHF 13,825 CHF 57.18% 57.18%
12/11/2024 3.74% 0.31 CHF 0.32 CHF 170,000 50,000 161,107 50,000 52,110 CHF 16,799 CHF 100.00% 100.00%
11/11/2024 3.22% 0.36 CHF 0.37 CHF 140,000 50,000 139,428 50,000 51,552 CHF 19,103 CHF 99.81% 99.81%
08/11/2024 3.52% 0.31 CHF 0.33 CHF 170,000 50,000 161,459 50,000 51,739 CHF 16,615 CHF 100.00% 100.00%
07/11/2024 3.65% 0.32 CHF 0.33 CHF 160,000 50,000 154,461 48,703 51,551 CHF 16,835 CHF 99.13% 99.13%

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