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 6.75% 0.28 CHF 0.30 CHF 180,000 50,000 165,399 50,000 51,659 CHF 16,728 CHF 100.00% 100.00%
19/11/2024 6.68% 0.29 CHF 0.31 CHF 180,000 50,000 170,091 50,000 52,129 CHF 16,389 CHF 100.00% 100.00%
18/11/2024 8.66% 0.28 CHF 0.30 CHF 180,000 50,000 182,376 44,486 50,890 CHF 13,513 CHF 100.00% 100.00%
15/11/2024 7.72% 0.28 CHF 0.31 CHF 180,000 50,000 179,819 50,000 51,051 CHF 15,336 CHF 100.00% 100.00%
14/11/2024 7.22% 0.29 CHF 0.31 CHF 180,000 50,000 179,271 50,000 50,955 CHF 15,282 CHF 99.27% 99.27%
13/11/2024 7.70% 0.28 CHF 0.30 CHF 180,000 50,000 193,459 49,435 51,506 CHF 14,216 CHF 99.40% 99.40%
12/11/2024 6.77% 0.29 CHF 0.31 CHF 180,000 50,000 176,488 50,000 51,552 CHF 15,638 CHF 100.00% 100.00%
11/11/2024 7.17% 0.29 CHF 0.31 CHF 180,000 50,000 180,604 50,000 51,062 CHF 15,189 CHF 100.00% 100.00%
08/11/2024 8.02% 0.27 CHF 0.29 CHF 190,000 50,000 206,451 50,000 50,821 CHF 13,369 CHF 100.00% 100.00%
07/11/2024 8.88% 0.23 CHF 0.25 CHF 220,000 50,000 207,683 48,722 50,290 CHF 12,884 CHF 98.89% 98.89%

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