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% 0.29 CHF 0.30 CHF 180,000 100,000 170,517 100,000 52,374 CHF 31,734 CHF 100.00% 100.00%
19/11/2024 3.42% 0.30 CHF 0.31 CHF 170,000 100,000 177,817 100,000 51,117 CHF 29,766 CHF 100.00% 100.00%
18/11/2024 3.59% 0.28 CHF 0.29 CHF 180,000 100,000 186,301 100,000 50,967 CHF 28,370 CHF 100.00% 100.00%
15/11/2024 3.45% 0.27 CHF 0.28 CHF 190,000 100,000 179,814 100,000 51,281 CHF 29,526 CHF 100.00% 100.00%
14/11/2024 3.65% 0.28 CHF 0.29 CHF 180,000 100,000 188,871 100,000 50,773 CHF 27,938 CHF 67.27% 67.27%
13/11/2024 4.26% 0.24 CHF 0.25 CHF 204,323 100,000 203,941 99,092 47,432 CHF 24,048 CHF 91.94% 91.94%
12/11/2024 3.14% 0.27 CHF 0.28 CHF 190,000 100,000 165,059 100,000 51,721 CHF 32,426 CHF 100.00% 100.00%
11/11/2024 2.46% 0.37 CHF 0.38 CHF 140,000 100,000 131,382 100,000 52,704 CHF 41,149 CHF 100.00% 100.00%
08/11/2024 2.55% 0.38 CHF 0.39 CHF 140,000 100,000 133,419 100,000 51,566 CHF 39,673 CHF 100.00% 100.00%
07/11/2024 2.57% 0.39 CHF 0.40 CHF 130,000 100,000 130,171 97,395 51,326 CHF 39,411 CHF 98.73% 98.73%

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