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 4.75% 0.19 CHF 0.20 CHF 250,000 250,000 250,777 250,776 51,565 CHF 54,072 CHF 100.00% 100.00%
19/11/2024 4.73% 0.23 CHF 0.24 CHF 250,000 250,000 251,885 251,881 52,033 CHF 54,551 CHF 99.25% 99.25%
18/11/2024 4.29% 0.24 CHF 0.25 CHF 225,000 225,000 235,957 235,957 53,852 CHF 56,212 CHF 99.88% 99.88%
15/11/2024 4.25% 0.22 CHF 0.23 CHF 250,000 250,000 229,748 229,756 52,873 CHF 55,173 CHF 100.00% 100.00%
14/11/2024 4.38% 0.23 CHF 0.24 CHF 225,000 225,000 236,776 236,776 52,810 CHF 55,178 CHF 100.00% 100.00%
13/11/2024 5.00% 0.20 CHF 0.21 CHF 275,000 275,000 263,064 263,065 51,234 CHF 53,865 CHF 100.00% 100.00%
12/11/2024 4.60% 0.20 CHF 0.21 CHF 250,000 250,000 248,178 248,178 52,818 CHF 55,300 CHF 99.67% 99.67%
11/11/2024 4.67% 0.21 CHF 0.22 CHF 250,000 250,000 252,608 252,608 52,887 CHF 55,413 CHF 99.91% 99.91%
08/11/2024 4.81% 0.20 CHF 0.21 CHF 250,000 250,000 251,023 251,023 50,968 CHF 53,478 CHF 100.00% 100.00%
07/11/2024 5.01% 0.20 CHF 0.21 CHF 250,000 250,000 265,066 265,066 51,622 CHF 54,272 CHF 99.91% 99.91%

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