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 3.71% 0.25 CHF 0.26 CHF 201,503 50,000 194,499 50,000 51,407 CHF 13,728 CHF 44.42% 44.42%
19/11/2024 3.95% 0.26 CHF 0.27 CHF 199,773 50,000 199,598 50,000 49,663 CHF 12,952 CHF 79.60% 79.60%
18/11/2024 3.35% 0.28 CHF 0.29 CHF 180,000 50,000 176,242 50,000 51,760 CHF 15,200 CHF 100.00% 100.00%
15/11/2024 2.94% 0.33 CHF 0.34 CHF 160,000 50,000 154,291 50,000 51,646 CHF 17,250 CHF 100.00% 100.00%
14/11/2024 3.33% 0.34 CHF 0.35 CHF 150,000 50,000 175,133 50,000 51,758 CHF 15,393 CHF 99.44% 99.44%
13/11/2024 3.47% 0.27 CHF 0.28 CHF 199,502 50,000 179,855 49,415 50,901 CHF 14,496 CHF 81.40% 81.40%
12/11/2024 3.24% 0.28 CHF 0.29 CHF 180,000 50,000 171,012 50,000 52,015 CHF 15,716 CHF 100.00% 100.00%
11/11/2024 2.52% 0.36 CHF 0.37 CHF 140,000 50,000 132,012 50,000 51,764 CHF 20,124 CHF 100.00% 100.00%
08/11/2024 2.47% 0.38 CHF 0.39 CHF 140,000 25,000 129,949 25,000 52,032 CHF 10,279 CHF 100.00% 100.00%
07/11/2024 1.91% 0.50 CHF 0.51 CHF 100,000 25,000 100,066 24,740 52,173 CHF 13,147 CHF 99.06% 99.06%

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