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 4.65% 0.19 CHF 0.20 CHF 250,000 250,000 239,946 239,946 51,570 CHF 53,972 CHF 100.00% 100.00%
19/11/2024 4.79% 0.21 CHF 0.22 CHF 180,000 180,000 177,975 177,975 37,403 CHF 39,187 CHF 99.27% 99.27%
18/11/2024 2.55% 0.35 CHF 0.36 CHF 160,000 160,000 158,156 158,156 63,066 CHF 64,652 CHF 99.47% 99.47%
15/11/2024 2.02% 0.49 CHF 0.50 CHF 150,000 150,000 148,455 148,455 74,471 CHF 75,957 CHF 98.94% 98.94%
14/11/2024 1.58% 0.54 CHF 0.55 CHF 220,000 220,000 215,160 215,160 139,854 CHF 142,012 CHF 97.56% 97.56%
13/11/2024 3.51% 0.30 CHF 0.31 CHF 240,000 240,000 237,585 237,585 68,188 CHF 70,566 CHF 100.00% 100.00%
12/11/2024 2.72% 0.28 CHF 0.28 CHF 180,000 180,000 168,970 168,970 62,976 CHF 64,667 CHF 99.24% 99.24%
11/11/2024 1.96% 0.50 CHF 0.51 CHF 190,000 190,000 188,083 188,083 96,914 CHF 98,797 CHF 100.00% 100.00%
08/11/2024 2.23% 0.42 CHF 0.43 CHF 160,000 160,000 158,351 158,351 72,180 CHF 73,765 CHF 98.58% 98.58%
07/11/2024 1.94% 0.59 CHF 0.60 CHF 180,000 180,000 178,301 178,301 93,061 CHF 94,846 CHF 99.57% 99.57%

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