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 5.19% 0.17 CHF 0.18 CHF 186,115 50,000 177,724 50,000 33,457 CHF 9,925 CHF 100.00% 100.00%
19/11/2024 5.61% 0.18 CHF 0.19 CHF 186,377 50,000 189,313 50,000 32,813 CHF 9,180 CHF 100.00% 100.00%
18/11/2024 6.06% 0.20 CHF 0.21 CHF 175,174 50,000 174,233 44,486 33,647 CHF 9,043 CHF 100.00% 100.00%
15/11/2024 4.31% 0.22 CHF 0.23 CHF 155,923 50,000 152,683 50,000 34,706 CHF 11,868 CHF 100.00% 100.00%
14/11/2024 3.73% 0.25 CHF 0.26 CHF 142,811 50,000 139,547 50,000 36,887 CHF 13,724 CHF 99.27% 99.27%
13/11/2024 3.74% 0.27 CHF 0.28 CHF 135,333 50,000 137,030 49,694 36,862 CHF 13,881 CHF 98.49% 98.49%
12/11/2024 4.04% 0.27 CHF 0.28 CHF 136,085 50,000 138,049 50,000 37,079 CHF 13,983 CHF 100.00% 100.00%
11/11/2024 3.35% 0.30 CHF 0.31 CHF 129,248 50,000 129,627 50,000 38,092 CHF 15,198 CHF 100.00% 100.00%
08/11/2024 3.66% 0.27 CHF 0.28 CHF 134,817 50,000 138,044 50,000 37,056 CHF 13,923 CHF 100.00% 100.00%
07/11/2024 3.88% 0.28 CHF 0.29 CHF 135,632 50,000 136,851 48,704 36,948 CHF 13,687 CHF 99.23% 99.23%

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