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 3.18% 0.30 CHF 0.31 CHF 170,000 50,000 166,488 50,000 51,523 CHF 15,994 CHF 100.00% 100.00%
19/11/2024 3.03% 0.33 CHF 0.34 CHF 160,000 50,000 159,933 50,000 51,918 CHF 16,741 CHF 99.99% 99.99%
18/11/2024 3.72% 0.33 CHF 0.34 CHF 160,000 50,000 163,335 44,487 51,877 CHF 14,693 CHF 100.00% 100.00%
15/11/2024 3.30% 0.31 CHF 0.32 CHF 170,000 50,000 172,298 50,000 51,405 CHF 15,423 CHF 97.60% 97.60%
14/11/2024 3.21% 0.31 CHF 0.32 CHF 170,000 50,000 170,347 50,000 52,199 CHF 15,833 CHF 96.15% 96.15%
13/11/2024 3.86% 0.25 CHF 0.26 CHF 200,000 50,000 197,182 49,583 51,008 CHF 13,332 CHF 68.92% 68.92%
12/11/2024 3.60% 0.27 CHF 0.28 CHF 190,000 50,000 186,638 50,000 50,864 CHF 14,140 CHF 66.08% 66.08%
11/11/2024 2.81% 0.31 CHF 0.32 CHF 170,000 50,000 148,339 50,000 52,084 CHF 18,146 CHF 99.48% 99.48%
08/11/2024 2.54% 0.38 CHF 0.39 CHF 140,000 50,000 132,958 50,000 51,581 CHF 19,928 CHF 99.86% 99.86%
07/11/2024 2.63% 0.39 CHF 0.40 CHF 130,000 50,000 134,410 48,669 52,259 CHF 19,460 CHF 96.52% 96.52%

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