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 3.47% 0.28 CHF 0.30 CHF 170,000 170,000 166,399 166,399 47,181 CHF 48,845 CHF 100.00% 100.00%
19/11/2024 3.59% 0.28 CHF 0.28 CHF 180,000 180,000 175,306 175,306 48,015 CHF 49,768 CHF 100.00% 100.00%
18/11/2024 3.74% 0.27 CHF 0.28 CHF 190,000 190,000 185,053 185,053 48,618 CHF 50,469 CHF 100.00% 100.00%
15/11/2024 4.06% 0.25 CHF 0.26 CHF 200,000 200,000 194,788 194,788 47,131 CHF 49,078 CHF 100.00% 100.00%
14/11/2024 4.44% 0.22 CHF 0.23 CHF 200,000 200,000 194,755 194,755 42,966 CHF 44,914 CHF 99.36% 99.36%
13/11/2024 4.17% 0.23 CHF 0.24 CHF 200,000 200,000 194,792 194,792 45,745 CHF 47,693 CHF 100.00% 100.00%
12/11/2024 4.17% 0.22 CHF 0.23 CHF 190,000 190,000 186,374 186,374 43,745 CHF 45,609 CHF 68.32% 100.00%
11/11/2024 3.52% 0.27 CHF 0.28 CHF 170,000 170,000 165,567 165,567 46,155 CHF 47,811 CHF 99.93% 99.93%
08/11/2024 3.09% 0.30 CHF 0.31 CHF 150,000 150,000 138,067 138,067 43,987 CHF 45,368 CHF 100.00% 100.00%
07/11/2024 2.44% 0.42 CHF 0.43 CHF 150,000 150,000 146,033 146,033 59,058 CHF 60,518 CHF 98.53% 98.53%

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