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 3.55% 0.28 CHF 0.29 CHF 175,000 175,000 197,073 197,073 54,609 CHF 56,580 CHF 100.00% 100.00%
19/11/2024 3.31% 0.29 CHF 0.30 CHF 175,000 175,000 178,217 178,217 52,985 CHF 54,767 CHF 99.20% 99.20%
18/11/2024 3.61% 0.27 CHF 0.28 CHF 200,000 200,000 200,000 200,000 54,367 CHF 56,367 CHF 99.89% 99.89%
15/11/2024 3.64% 0.28 CHF 0.29 CHF 200,000 200,000 199,858 199,858 53,882 CHF 55,881 CHF 100.00% 100.00%
14/11/2024 3.36% 0.28 CHF 0.29 CHF 175,000 175,000 175,263 175,264 51,260 CHF 53,013 CHF 100.00% 100.00%
13/11/2024 3.21% 0.31 CHF 0.32 CHF 175,000 175,000 175,138 175,138 53,678 CHF 55,430 CHF 100.00% 100.00%
12/11/2024 3.71% 0.29 CHF 0.30 CHF 200,000 200,000 199,743 199,743 52,955 CHF 54,952 CHF 99.69% 99.69%
11/11/2024 3.68% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 53,392 CHF 55,392 CHF 99.85% 99.85%
08/11/2024 3.50% 0.29 CHF 0.30 CHF 200,000 200,000 196,358 196,358 55,090 CHF 57,054 CHF 100.00% 100.00%
07/11/2024 3.61% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 54,468 CHF 56,468 CHF 99.90% 99.90%

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