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 3.47% 0.27 CHF 0.28 CHF 159,344 50,000 154,861 50,000 43,843 CHF 14,659 CHF 100.00% 100.00%
19/11/2024 3.67% 0.26 CHF 0.27 CHF 163,553 50,000 162,337 50,000 43,458 CHF 13,889 CHF 99.99% 99.99%
18/11/2024 4.53% 0.27 CHF 0.28 CHF 165,184 50,000 164,672 43,384 43,436 CHF 11,951 CHF 100.00% 100.00%
15/11/2024 4.06% 0.25 CHF 0.26 CHF 167,743 50,000 176,537 50,000 42,612 CHF 12,582 CHF 100.00% 100.00%
14/11/2024 4.45% 0.23 CHF 0.24 CHF 180,339 50,000 187,545 50,000 41,193 CHF 11,486 CHF 99.27% 99.27%
13/11/2024 4.54% 0.22 CHF 0.23 CHF 188,619 50,000 184,193 49,436 40,580 CHF 11,393 CHF 99.40% 99.40%
12/11/2024 4.12% 0.23 CHF 0.24 CHF 180,384 50,000 178,893 50,000 42,498 CHF 12,377 CHF 100.00% 100.00%
11/11/2024 3.76% 0.26 CHF 0.27 CHF 170,177 50,000 167,332 50,000 43,669 CHF 13,550 CHF 100.00% 100.00%
08/11/2024 4.13% 0.24 CHF 0.25 CHF 172,027 50,000 175,755 50,000 41,686 CHF 12,361 CHF 100.00% 100.00%
07/11/2024 4.06% 0.25 CHF 0.26 CHF 172,439 50,000 169,890 48,703 43,011 CHF 12,819 CHF 99.23% 99.23%

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