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 4.42% 0.21 CHF 0.22 CHF 240,000 50,000 228,442 50,000 50,512 CHF 11,578 CHF 91.15% 91.15%
19/11/2024 4.22% 0.23 CHF 0.24 CHF 220,000 50,000 217,723 50,000 50,513 CHF 12,114 CHF 99.99% 99.99%
18/11/2024 5.17% 0.23 CHF 0.24 CHF 220,000 50,000 223,749 44,487 50,584 CHF 10,607 CHF 100.00% 100.00%
15/11/2024 4.61% 0.22 CHF 0.23 CHF 230,000 50,000 237,822 50,000 50,430 CHF 11,109 CHF 97.60% 97.60%
14/11/2024 4.46% 0.22 CHF 0.23 CHF 230,000 50,000 230,737 50,000 50,556 CHF 11,463 CHF 96.15% 96.15%
13/11/2024 5.33% 0.18 CHF 0.19 CHF 280,000 50,000 271,371 49,816 49,993 CHF 9,679 CHF 84.99% 84.99%
12/11/2024 5.04% 0.19 CHF 0.20 CHF 262,778 50,000 259,907 50,000 50,246 CHF 10,174 CHF 87.99% 87.99%
11/11/2024 3.89% 0.22 CHF 0.23 CHF 230,000 50,000 201,365 50,000 50,769 CHF 13,168 CHF 99.48% 99.48%
08/11/2024 3.50% 0.28 CHF 0.29 CHF 180,000 50,000 181,413 50,000 50,954 CHF 14,558 CHF 99.86% 99.86%
07/11/2024 3.67% 0.28 CHF 0.29 CHF 180,000 50,000 181,874 48,669 51,271 CHF 14,259 CHF 96.52% 96.52%

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