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 5.67% 0.30 CHF 0.31 CHF 170,000 50,000 161,856 25,338 51,818 CHF 8,448 CHF 99.65% 99.65%
19/11/2024 6.10% 0.32 CHF 0.33 CHF 160,000 50,000 173,391 25,341 51,404 CHF 7,955 CHF 99.60% 99.60%
18/11/2024 6.01% 0.31 CHF 0.32 CHF 170,000 50,000 169,325 25,335 51,265 CHF 8,156 CHF 99.64% 99.64%
15/11/2024 4.73% 0.33 CHF 0.34 CHF 160,000 50,000 145,077 29,350 51,461 CHF 10,381 CHF 56.31% 56.31%
14/11/2024 3.92% 0.46 CHF 0.47 CHF 110,000 25,000 111,001 20,008 51,897 CHF 9,707 CHF 99.61% 99.61%
13/11/2024 4.21% 0.43 CHF 0.44 CHF 120,000 50,000 120,434 25,791 51,154 CHF 11,361 CHF 96.77% 96.77%
12/11/2024 4.29% 0.42 CHF 0.43 CHF 120,000 50,000 120,000 25,340 51,127 CHF 11,250 CHF 99.60% 99.60%
11/11/2024 3.87% 0.45 CHF 0.46 CHF 120,000 25,000 110,667 20,294 51,595 CHF 9,818 CHF 96.88% 96.88%

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