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 2.76% 0.37 CHF 0.38 CHF 150,000 150,000 150,196 150,196 53,775 CHF 55,277 CHF 100.00% 100.00%
19/11/2024 3.20% 0.32 CHF 0.33 CHF 175,000 175,000 174,217 174,217 53,550 CHF 55,292 CHF 99.89% 99.89%
18/11/2024 2.97% 0.36 CHF 0.37 CHF 150,000 150,000 165,613 165,613 54,891 CHF 56,547 CHF 99.89% 99.89%
15/11/2024 3.04% 0.32 CHF 0.33 CHF 175,000 175,000 171,144 171,144 55,454 CHF 57,165 CHF 100.00% 100.00%
14/11/2024 3.20% 0.34 CHF 0.35 CHF 150,000 150,000 171,801 171,801 52,785 CHF 54,503 CHF 100.00% 100.00%
13/11/2024 3.18% 0.27 CHF 0.28 CHF 200,000 200,000 175,699 175,699 54,415 CHF 56,172 CHF 100.00% 100.00%
12/11/2024 2.61% 0.35 CHF 0.36 CHF 150,000 150,000 147,547 147,547 55,756 CHF 57,232 CHF 99.67% 99.67%
11/11/2024 2.41% 0.43 CHF 0.44 CHF 125,000 125,000 126,953 126,953 52,013 CHF 53,283 CHF 99.90% 99.90%
08/11/2024 2.43% 0.39 CHF 0.40 CHF 150,000 150,000 128,254 128,254 52,073 CHF 53,355 CHF 100.00% 100.00%
07/11/2024 2.21% 0.44 CHF 0.45 CHF 125,000 125,000 125,000 125,000 56,120 CHF 57,370 CHF 99.88% 99.88%

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