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 5.20% 0.18 CHF 0.19 CHF 203,657 50,000 202,496 50,000 41,783 CHF 10,865 CHF 91.40% 91.40%
19/11/2024 6.58% 0.18 CHF 0.19 CHF 202,829 50,000 203,593 50,000 34,701 CHF 9,101 CHF 100.00% 100.00%
18/11/2024 5.02% 0.21 CHF 0.22 CHF 202,399 50,000 203,137 50,000 40,869 CHF 10,577 CHF 100.00% 100.00%
15/11/2024 5.82% 0.15 CHF 0.16 CHF 206,081 50,000 204,104 50,000 38,426 CHF 9,976 CHF 100.00% 100.00%
14/11/2024 4.90% 0.23 CHF 0.24 CHF 202,347 50,000 202,712 50,000 45,305 CHF 11,736 CHF 99.52% 99.52%
13/11/2024 5.22% 0.20 CHF 0.21 CHF 202,777 50,000 202,076 49,608 41,918 CHF 10,837 CHF 75.10% 75.10%
12/11/2024 3.80% 0.25 CHF 0.26 CHF 200,249 50,000 182,700 50,000 51,123 CHF 14,541 CHF 78.05% 78.05%
11/11/2024 3.39% 0.33 CHF 0.34 CHF 160,000 50,000 160,550 50,000 52,021 CHF 16,762 CHF 100.00% 100.00%
08/11/2024 3.60% 0.27 CHF 0.28 CHF 197,534 50,000 186,667 50,000 50,990 CHF 14,166 CHF 9.41% 9.41%
07/11/2024 4.12% 0.24 CHF 0.25 CHF 198,588 50,000 185,380 49,184 50,902 CHF 14,101 CHF 56.49% 56.49%

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