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 3.75% 0.26 CHF 0.27 CHF 138,586 50,000 139,079 50,000 36,424 CHF 13,595 CHF 100.00% 100.00%
19/11/2024 4.15% 0.24 CHF 0.25 CHF 149,763 50,000 150,118 50,000 35,457 CHF 12,311 CHF 99.94% 99.94%
18/11/2024 4.64% 0.24 CHF 0.25 CHF 145,214 50,000 145,559 44,466 35,611 CHF 11,354 CHF 99.64% 99.64%
15/11/2024 3.81% 0.26 CHF 0.27 CHF 146,465 50,000 146,725 50,000 37,785 CHF 13,376 CHF 74.69% 74.69%
14/11/2024 3.52% 0.28 CHF 0.29 CHF 138,268 50,000 139,224 50,000 38,829 CHF 14,448 CHF 99.44% 99.44%
13/11/2024 3.49% 0.28 CHF 0.29 CHF 137,716 50,000 137,380 49,819 38,998 CHF 14,643 CHF 98.88% 98.88%
12/11/2024 3.28% 0.29 CHF 0.30 CHF 134,383 50,000 131,133 50,000 39,339 CHF 15,500 CHF 99.99% 99.99%
11/11/2024 3.02% 0.32 CHF 0.33 CHF 126,445 50,000 125,963 50,000 41,121 CHF 16,824 CHF 100.00% 100.00%
08/11/2024 2.96% 0.33 CHF 0.34 CHF 125,843 50,000 123,867 50,000 41,194 CHF 17,129 CHF 88.69% 88.69%
07/11/2024 3.04% 0.34 CHF 0.35 CHF 121,822 50,000 123,101 48,703 41,992 CHF 17,116 CHF 99.06% 99.06%

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