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 3.20% 0.32 CHF 0.33 CHF 160,000 100,000 168,658 100,000 51,855 CHF 31,760 CHF 100.00% 100.00%
19/11/2024 3.01% 0.32 CHF 0.33 CHF 160,000 100,000 159,186 100,000 52,161 CHF 33,789 CHF 100.00% 100.00%
18/11/2024 2.87% 0.34 CHF 0.35 CHF 150,000 100,000 150,638 100,000 51,691 CHF 35,321 CHF 100.00% 100.00%
15/11/2024 2.97% 0.34 CHF 0.35 CHF 150,000 100,000 156,862 100,000 52,058 CHF 34,204 CHF 100.00% 100.00%
14/11/2024 2.81% 0.34 CHF 0.35 CHF 150,000 100,000 147,555 100,000 51,785 CHF 36,145 CHF 99.22% 99.22%
13/11/2024 2.60% 0.38 CHF 0.39 CHF 140,000 100,000 135,485 99,160 51,836 CHF 38,966 CHF 99.36% 99.36%
12/11/2024 3.22% 0.35 CHF 0.36 CHF 150,000 100,000 168,729 100,000 51,644 CHF 31,690 CHF 100.00% 100.00%
11/11/2024 4.45% 0.25 CHF 0.26 CHF 191,252 100,000 189,040 100,000 41,708 CHF 23,057 CHF 100.00% 100.00%
08/11/2024 4.15% 0.24 CHF 0.25 CHF 189,010 100,000 188,753 100,000 44,556 CHF 24,604 CHF 100.00% 100.00%
07/11/2024 4.45% 0.23 CHF 0.24 CHF 187,708 100,000 188,782 97,395 43,174 CHF 23,260 CHF 98.73% 98.73%

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