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 3.57% 0.28 CHF 0.29 CHF 145,203 50,000 144,270 50,000 39,795 CHF 14,289 CHF 100.00% 100.00%
19/11/2024 3.23% 0.29 CHF 0.30 CHF 144,871 50,000 146,514 50,000 44,720 CHF 15,756 CHF 100.00% 100.00%
18/11/2024 3.33% 0.29 CHF 0.30 CHF 145,184 50,000 146,321 50,000 43,274 CHF 15,285 CHF 100.00% 100.00%
15/11/2024 3.34% 0.28 CHF 0.29 CHF 145,536 50,000 146,551 50,000 43,258 CHF 15,254 CHF 100.00% 100.00%
14/11/2024 2.95% 0.31 CHF 0.32 CHF 147,974 50,000 148,926 50,000 49,844 CHF 17,237 CHF 99.22% 99.22%
13/11/2024 2.76% 0.36 CHF 0.37 CHF 140,000 50,000 142,293 49,448 51,343 CHF 18,348 CHF 99.36% 99.36%
12/11/2024 2.83% 0.35 CHF 0.36 CHF 149,491 50,000 149,497 50,000 52,153 CHF 17,943 CHF 100.00% 100.00%
11/11/2024 3.44% 0.31 CHF 0.32 CHF 145,970 50,000 144,277 50,000 41,275 CHF 14,800 CHF 100.00% 100.00%
08/11/2024 4.52% 0.32 CHF 0.34 CHF 25,000 25,000 25,000 25,000 9,169 CHF 9,591 CHF 91.59% 91.59%
07/11/2024 3.35% 0.28 CHF 0.29 CHF 142,960 50,000 144,884 48,697 43,948 CHF 15,271 CHF 98.73% 98.73%

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