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 4.81% 0.21 CHF 0.22 CHF 250,000 250,000 250,196 250,196 50,744 CHF 53,246 CHF 100.00% 100.00%
19/11/2024 5.23% 0.19 CHF 0.20 CHF 275,000 275,000 284,429 284,429 52,947 CHF 55,791 CHF 99.74% 99.74%
18/11/2024 4.97% 0.21 CHF 0.22 CHF 250,000 250,000 261,826 261,826 51,318 CHF 53,937 CHF 99.88% 99.88%
15/11/2024 4.98% 0.19 CHF 0.20 CHF 250,000 250,000 258,410 258,410 50,629 CHF 53,214 CHF 100.00% 100.00%
14/11/2024 5.18% 0.20 CHF 0.21 CHF 250,000 250,000 279,513 279,513 52,486 CHF 55,281 CHF 100.00% 100.00%
13/11/2024 5.20% 0.17 CHF 0.18 CHF 300,000 300,000 275,963 275,963 51,646 CHF 54,406 CHF 100.00% 100.00%
12/11/2024 4.61% 0.20 CHF 0.21 CHF 250,000 250,000 249,809 249,809 52,955 CHF 55,453 CHF 99.69% 99.69%
11/11/2024 4.30% 0.24 CHF 0.25 CHF 225,000 225,000 232,500 232,500 52,923 CHF 55,248 CHF 99.84% 99.84%
08/11/2024 4.34% 0.22 CHF 0.23 CHF 250,000 250,000 237,630 237,628 53,589 CHF 55,965 CHF 100.00% 100.00%
07/11/2024 4.00% 0.24 CHF 0.25 CHF 225,000 225,000 212,122 212,122 51,936 CHF 54,057 CHF 99.82% 99.82%

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