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 4.69% 0.21 CHF 0.22 CHF 170,000 170,000 165,569 165,569 34,468 CHF 36,124 CHF 100.00% 100.00%
19/11/2024 4.88% 0.20 CHF 0.21 CHF 180,000 180,000 174,964 174,964 35,014 CHF 36,763 CHF 100.00% 100.00%
18/11/2024 5.19% 0.19 CHF 0.20 CHF 190,000 190,000 185,053 185,053 34,755 CHF 36,605 CHF 100.00% 100.00%
15/11/2024 5.76% 0.17 CHF 0.18 CHF 210,000 210,000 204,527 204,527 34,602 CHF 36,647 CHF 100.00% 100.00%
14/11/2024 6.49% 0.15 CHF 0.16 CHF 200,000 200,000 196,984 196,984 29,418 CHF 31,388 CHF 99.36% 99.36%
13/11/2024 5.94% 0.16 CHF 0.17 CHF 210,000 210,000 203,583 203,583 33,280 CHF 35,315 CHF 100.00% 100.00%
12/11/2024 5.96% 0.15 CHF 0.16 CHF 180,000 180,000 178,392 178,392 29,095 CHF 30,879 CHF 68.32% 100.00%
11/11/2024 4.77% 0.19 CHF 0.20 CHF 170,000 170,000 156,910 156,910 32,110 CHF 33,679 CHF 99.93% 99.93%
08/11/2024 4.00% 0.22 CHF 0.23 CHF 140,000 140,000 135,690 135,690 33,312 CHF 34,669 CHF 100.00% 100.00%
07/11/2024 2.95% 0.35 CHF 0.36 CHF 140,000 140,000 136,867 136,867 45,723 CHF 47,091 CHF 98.53% 98.53%

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