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 4.20% 0.22 CHF 0.23 CHF 159,486 50,000 153,868 50,000 35,910 CHF 12,173 CHF 100.00% 100.00%
19/11/2024 4.49% 0.21 CHF 0.22 CHF 164,371 50,000 163,586 50,000 35,615 CHF 11,389 CHF 99.99% 99.99%
18/11/2024 5.54% 0.22 CHF 0.23 CHF 166,259 50,000 165,311 43,384 35,464 CHF 9,819 CHF 100.00% 100.00%
15/11/2024 5.06% 0.20 CHF 0.21 CHF 169,092 50,000 179,459 50,000 34,577 CHF 10,145 CHF 100.00% 100.00%
14/11/2024 5.62% 0.19 CHF 0.20 CHF 184,613 50,000 193,958 50,000 33,570 CHF 9,158 CHF 99.27% 99.27%
13/11/2024 5.76% 0.17 CHF 0.18 CHF 195,817 50,000 191,017 49,436 32,949 CHF 9,028 CHF 99.40% 99.40%
12/11/2024 5.16% 0.18 CHF 0.19 CHF 184,980 50,000 180,644 50,000 34,149 CHF 9,953 CHF 100.00% 100.00%
11/11/2024 4.61% 0.21 CHF 0.22 CHF 168,917 50,000 168,680 50,000 35,749 CHF 11,099 CHF 100.00% 100.00%
08/11/2024 5.14% 0.20 CHF 0.21 CHF 179,101 50,000 180,367 50,000 34,200 CHF 9,983 CHF 100.00% 100.00%
07/11/2024 4.98% 0.20 CHF 0.21 CHF 171,496 50,000 171,675 48,703 35,235 CHF 10,487 CHF 99.23% 99.23%

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