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 3.43% 0.28 CHF 0.29 CHF 180,000 50,000 168,972 50,000 51,479 CHF 15,810 CHF 100.00% 100.00%
19/11/2024 3.97% 0.28 CHF 0.29 CHF 180,000 50,000 191,812 50,000 51,171 CHF 13,894 CHF 99.40% 99.40%
18/11/2024 3.54% 0.31 CHF 0.32 CHF 170,000 50,000 172,612 50,000 51,488 CHF 15,458 CHF 100.00% 100.00%
15/11/2024 3.65% 0.25 CHF 0.26 CHF 206,171 50,000 176,832 50,000 51,547 CHF 15,143 CHF 86.36% 86.36%
14/11/2024 3.24% 0.32 CHF 0.33 CHF 160,000 50,000 162,700 50,000 52,178 CHF 16,572 CHF 99.52% 99.52%
13/11/2024 3.62% 0.29 CHF 0.31 CHF 180,000 50,000 166,600 49,700 51,700 CHF 16,037 CHF 98.35% 98.35%
12/11/2024 3.03% 0.35 CHF 0.36 CHF 150,000 50,000 140,890 50,000 52,159 CHF 19,103 CHF 99.93% 99.93%
11/11/2024 2.75% 0.42 CHF 0.43 CHF 120,000 50,000 122,759 50,000 51,388 CHF 21,524 CHF 100.00% 100.00%
08/11/2024 2.98% 0.37 CHF 0.38 CHF 140,000 50,000 142,728 50,000 51,525 CHF 18,610 CHF 100.00% 100.00%
07/11/2024 3.13% 0.34 CHF 0.35 CHF 150,000 50,000 140,776 48,695 51,493 CHF 18,392 CHF 98.50% 98.50%

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