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 3.61% 0.30 CHF 0.31 CHF 175,000 175,000 196,135 196,135 53,372 CHF 55,334 CHF 99.47% 99.47%
19/11/2024 3.66% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 53,602 CHF 55,602 CHF 97.77% 97.77%
18/11/2024 3.50% 0.27 CHF 0.28 CHF 200,000 200,000 195,124 195,124 54,732 CHF 56,683 CHF 99.37% 99.37%
15/11/2024 3.87% 0.28 CHF 0.29 CHF 200,000 200,000 200,069 200,069 50,689 CHF 52,690 CHF 97.84% 97.84%
14/11/2024 4.26% 0.23 CHF 0.24 CHF 225,000 225,000 228,142 228,142 52,373 CHF 54,654 CHF 99.42% 99.42%
13/11/2024 4.28% 0.24 CHF 0.25 CHF 225,000 225,000 203,800 203,800 46,702 CHF 48,740 CHF 98.32% 98.32%
12/11/2024 4.63% 0.22 CHF 0.23 CHF 125,000 125,000 125,000 125,000 26,366 CHF 27,616 CHF 99.15% 99.15%
11/11/2024 5.10% 0.21 CHF 0.22 CHF 125,000 125,000 138,736 138,736 26,480 CHF 27,867 CHF 99.00% 99.00%
08/11/2024 5.02% 0.18 CHF 0.19 CHF 138,000 138,000 131,492 131,491 25,532 CHF 26,847 CHF 99.28% 99.28%
07/11/2024 4.78% 0.19 CHF 0.20 CHF 138,000 138,000 127,328 127,328 26,010 CHF 27,284 CHF 98.63% 98.63%

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