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 5.24% 0.17 CHF 0.18 CHF 600,000 200,000 466,833 155,611 86,642 CHF 30,437 CHF 99.37% 99.37%
19/11/2024 5.58% 0.17 CHF 0.18 CHF 600,000 200,000 543,365 181,122 94,415 CHF 33,283 CHF 96.42% 96.42%
18/11/2024 5.23% 0.19 CHF 0.20 CHF 450,000 150,000 523,057 174,352 96,976 CHF 34,069 CHF 97.53% 97.53%
15/11/2024 4.71% 0.19 CHF 0.20 CHF 600,000 200,000 460,810 153,603 95,573 CHF 33,394 CHF 95.50% 95.50%
14/11/2024 3.06% 0.28 CHF 0.29 CHF 450,000 150,000 450,000 150,000 145,159 CHF 49,886 CHF 99.63% 99.63%
13/11/2024 3.06% 0.38 CHF 0.39 CHF 450,000 150,000 450,000 150,000 145,363 CHF 49,954 CHF 99.08% 99.08%
12/11/2024 2.88% 0.29 CHF 0.30 CHF 450,000 150,000 450,000 150,000 154,678 CHF 53,060 CHF 99.37% 99.37%
11/11/2024 2.55% 0.35 CHF 0.36 CHF 450,000 150,000 450,000 150,000 174,157 CHF 59,552 CHF 96.30% 96.30%
08/11/2024 3.93% 0.34 CHF 0.35 CHF 450,000 150,000 450,000 150,000 113,545 CHF 39,348 CHF 96.77% 96.77%
07/11/2024 3.33% 0.25 CHF 0.26 CHF 450,000 150,000 450,000 150,000 133,817 CHF 46,106 CHF 98.65% 98.65%

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