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 3.64% 0.25 CHF 0.26 CHF 197,537 100,000 188,303 100,000 50,851 CHF 28,052 CHF 83.56% 83.56%
19/11/2024 4.49% 0.23 CHF 0.24 CHF 199,253 100,000 200,188 100,000 43,621 CHF 22,792 CHF 100.00% 100.00%
18/11/2024 3.88% 0.25 CHF 0.26 CHF 197,559 100,000 197,885 100,000 50,078 CHF 26,308 CHF 100.00% 100.00%
15/11/2024 4.49% 0.21 CHF 0.22 CHF 201,687 100,000 201,529 100,000 43,936 CHF 22,805 CHF 100.00% 100.00%
14/11/2024 4.84% 0.22 CHF 0.23 CHF 201,604 100,000 203,099 100,000 40,994 CHF 21,187 CHF 99.22% 99.22%
13/11/2024 4.98% 0.19 CHF 0.20 CHF 203,359 100,000 202,211 99,159 39,625 CHF 20,416 CHF 99.36% 99.36%
12/11/2024 4.25% 0.18 CHF 0.19 CHF 203,372 100,000 197,944 100,000 45,930 CHF 24,246 CHF 94.83% 94.83%
11/11/2024 2.78% 0.33 CHF 0.34 CHF 160,000 100,000 144,994 100,000 51,414 CHF 36,505 CHF 100.00% 100.00%
08/11/2024 2.85% 0.34 CHF 0.35 CHF 150,000 100,000 148,894 100,000 51,510 CHF 35,622 CHF 100.00% 100.00%
07/11/2024 3.08% 0.36 CHF 0.37 CHF 140,000 100,000 160,411 97,396 51,778 CHF 32,710 CHF 98.73% 98.73%

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