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 4.53% 0.21 CHF 0.22 CHF 210,975 50,000 210,293 50,000 45,470 CHF 11,312 CHF 100.00% 100.00%
19/11/2024 4.61% 0.22 CHF 0.23 CHF 209,783 50,000 210,095 50,000 44,630 CHF 11,123 CHF 95.85% 95.85%
18/11/2024 4.53% 0.22 CHF 0.23 CHF 209,642 50,000 210,819 50,000 45,566 CHF 11,308 CHF 99.57% 99.57%
15/11/2024 4.13% 0.23 CHF 0.24 CHF 209,419 50,000 209,341 50,000 49,633 CHF 12,355 CHF 46.16% 46.16%
14/11/2024 3.94% 0.25 CHF 0.26 CHF 208,155 50,000 200,923 50,000 50,004 CHF 12,946 CHF 30.12% 30.12%
13/11/2024 3.85% 0.25 CHF 0.26 CHF 207,532 50,000 198,271 49,871 50,573 CHF 13,233 CHF 89.07% 89.07%
12/11/2024 3.45% 0.27 CHF 0.28 CHF 190,000 50,000 180,242 50,000 51,394 CHF 14,764 CHF 100.00% 100.00%
11/11/2024 3.23% 0.30 CHF 0.31 CHF 170,000 50,000 170,182 50,000 51,832 CHF 15,733 CHF 94.79% 94.79%
08/11/2024 3.25% 0.29 CHF 0.30 CHF 180,000 50,000 170,407 50,000 51,550 CHF 15,647 CHF 100.00% 100.00%
07/11/2024 2.97% 0.32 CHF 0.33 CHF 160,000 50,000 156,751 48,444 52,140 CHF 16,616 CHF 99.06% 99.06%

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