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 5.63% 0.17 CHF 0.18 CHF 220,000 220,000 214,266 214,266 37,038 CHF 39,180 CHF 100.00% 100.00%
19/11/2024 5.78% 0.17 CHF 0.18 CHF 220,000 220,000 214,263 214,263 36,024 CHF 38,167 CHF 100.00% 100.00%
18/11/2024 6.03% 0.16 CHF 0.17 CHF 220,000 220,000 214,272 214,272 34,484 CHF 36,627 CHF 100.00% 100.00%
15/11/2024 6.57% 0.15 CHF 0.16 CHF 230,000 230,000 219,777 219,777 32,374 CHF 34,572 CHF 100.00% 100.00%
14/11/2024 7.19% 0.14 CHF 0.15 CHF 230,000 230,000 223,968 223,968 30,070 CHF 32,310 CHF 99.36% 99.36%
13/11/2024 6.76% 0.14 CHF 0.15 CHF 230,000 230,000 223,065 223,065 31,898 CHF 34,129 CHF 100.00% 100.00%
12/11/2024 6.76% 0.14 CHF 0.15 CHF 230,000 230,000 226,010 226,010 32,295 CHF 34,555 CHF 68.32% 100.00%
11/11/2024 5.70% 0.16 CHF 0.17 CHF 220,000 220,000 214,263 214,263 36,530 CHF 38,672 CHF 99.93% 99.93%
08/11/2024 4.93% 0.18 CHF 0.19 CHF 180,000 180,000 175,171 175,171 34,719 CHF 36,471 CHF 100.00% 100.00%
07/11/2024 3.71% 0.28 CHF 0.28 CHF 200,000 200,000 194,710 194,710 51,620 CHF 53,567 CHF 98.53% 98.53%

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