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 3.06% 0.30 CHF 0.31 CHF 170,000 100,000 161,210 100,000 51,855 CHF 33,209 CHF 98.98% 98.98%
19/11/2024 3.64% 0.28 CHF 0.29 CHF 180,000 100,000 190,075 100,000 51,247 CHF 27,982 CHF 81.94% 81.94%
18/11/2024 3.23% 0.30 CHF 0.31 CHF 170,000 100,000 171,185 100,000 52,157 CHF 31,479 CHF 100.00% 100.00%
15/11/2024 3.64% 0.26 CHF 0.27 CHF 200,000 100,000 189,764 100,000 51,199 CHF 28,014 CHF 94.93% 94.93%
14/11/2024 3.83% 0.27 CHF 0.28 CHF 190,000 100,000 199,203 100,000 51,038 CHF 26,633 CHF 65.81% 65.81%
13/11/2024 3.96% 0.24 CHF 0.25 CHF 203,530 100,000 200,778 98,709 49,746 CHF 25,438 CHF 64.74% 64.74%
12/11/2024 3.47% 0.23 CHF 0.24 CHF 203,412 100,000 180,556 100,000 51,106 CHF 29,452 CHF 100.00% 100.00%
11/11/2024 2.44% 0.38 CHF 0.39 CHF 140,000 100,000 128,855 100,000 52,215 CHF 41,558 CHF 100.00% 100.00%
08/11/2024 2.49% 0.39 CHF 0.40 CHF 130,000 100,000 130,684 100,000 51,859 CHF 40,692 CHF 100.00% 100.00%
07/11/2024 2.65% 0.41 CHF 0.42 CHF 130,000 100,000 138,065 97,396 51,649 CHF 37,662 CHF 98.73% 98.73%

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