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 3.01% 0.34 CHF 0.35 CHF 175,000 175,000 171,870 171,870 56,216 CHF 57,935 CHF 100.00% 100.00%
19/11/2024 3.28% 0.31 CHF 0.32 CHF 175,000 175,000 176,695 176,695 52,980 CHF 54,747 CHF 99.91% 99.91%
18/11/2024 3.12% 0.33 CHF 0.34 CHF 175,000 175,000 175,000 175,000 55,343 CHF 57,093 CHF 99.89% 99.89%
15/11/2024 3.14% 0.31 CHF 0.32 CHF 175,000 175,000 175,000 175,000 54,940 CHF 56,690 CHF 100.00% 100.00%
14/11/2024 3.26% 0.32 CHF 0.33 CHF 175,000 175,000 175,195 175,195 52,923 CHF 54,675 CHF 100.00% 100.00%
13/11/2024 3.27% 0.28 CHF 0.29 CHF 200,000 200,000 180,167 180,167 54,220 CHF 56,022 CHF 100.00% 100.00%
12/11/2024 2.91% 0.32 CHF 0.33 CHF 175,000 175,000 154,932 154,932 52,490 CHF 54,039 CHF 99.65% 99.65%
11/11/2024 2.74% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 54,068 CHF 55,568 CHF 99.88% 99.88%
08/11/2024 2.77% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 53,421 CHF 54,921 CHF 100.00% 100.00%
07/11/2024 2.58% 0.38 CHF 0.39 CHF 150,000 150,000 149,739 149,739 57,242 CHF 58,739 CHF 99.86% 99.86%

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