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 5.33% 0.18 CHF 0.19 CHF 300,000 300,000 293,674 293,674 53,579 CHF 56,515 CHF 100.00% 100.00%
19/11/2024 5.00% 0.20 CHF 0.21 CHF 250,000 250,000 260,406 260,406 50,753 CHF 53,357 CHF 99.89% 99.89%
18/11/2024 5.33% 0.18 CHF 0.19 CHF 300,000 300,000 291,679 291,679 53,233 CHF 56,150 CHF 99.90% 99.90%
15/11/2024 4.99% 0.19 CHF 0.20 CHF 275,000 275,000 260,543 260,542 50,918 CHF 53,524 CHF 100.00% 100.00%
14/11/2024 4.77% 0.20 CHF 0.21 CHF 250,000 250,000 250,761 250,744 51,367 CHF 53,871 CHF 100.00% 100.00%
13/11/2024 4.96% 0.21 CHF 0.22 CHF 250,000 250,000 263,578 263,578 51,780 CHF 54,415 CHF 100.00% 100.00%
12/11/2024 5.37% 0.19 CHF 0.20 CHF 275,000 275,000 296,634 296,634 53,758 CHF 56,725 CHF 99.66% 99.66%
11/11/2024 5.49% 0.17 CHF 0.18 CHF 300,000 300,000 299,082 299,082 52,993 CHF 55,984 CHF 99.85% 99.85%
08/11/2024 5.39% 0.19 CHF 0.20 CHF 275,000 275,000 298,304 298,304 53,810 CHF 56,793 CHF 100.00% 100.00%
07/11/2024 5.51% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 53,012 CHF 56,012 CHF 99.86% 99.86%

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