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 2.98% 0.34 CHF 0.35 CHF 144,798 50,000 144,192 50,000 47,646 CHF 17,020 CHF 100.00% 100.00%
19/11/2024 2.74% 0.34 CHF 0.35 CHF 144,939 50,000 142,036 50,000 51,135 CHF 18,512 CHF 100.00% 100.00%
18/11/2024 2.80% 0.35 CHF 0.36 CHF 145,592 50,000 143,623 50,000 50,561 CHF 18,109 CHF 96.91% 96.91%
15/11/2024 2.81% 0.33 CHF 0.34 CHF 145,189 50,000 143,693 50,000 50,416 CHF 18,060 CHF 100.00% 100.00%
14/11/2024 2.53% 0.37 CHF 0.38 CHF 140,000 50,000 133,200 50,000 52,021 CHF 20,055 CHF 99.22% 99.22%
13/11/2024 2.37% 0.41 CHF 0.42 CHF 130,000 50,000 123,951 49,448 51,610 CHF 21,094 CHF 99.36% 99.36%
12/11/2024 2.44% 0.41 CHF 0.42 CHF 130,000 50,000 129,961 50,000 52,518 CHF 20,706 CHF 100.00% 100.00%
11/11/2024 2.90% 0.36 CHF 0.37 CHF 140,000 50,000 142,997 50,000 48,641 CHF 17,511 CHF 100.00% 100.00%
08/11/2024 4.19% 0.37 CHF 0.39 CHF 25,000 25,000 25,000 25,000 10,515 CHF 10,964 CHF 100.00% 100.00%
07/11/2024 2.79% 0.34 CHF 0.35 CHF 143,055 50,000 140,882 48,697 50,785 CHF 18,056 CHF 98.73% 98.73%

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