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 6.46% 0.31 CHF 0.32 CHF 160,000 50,000 183,594 25,337 51,647 CHF 7,688 CHF 99.66% 99.66%
19/11/2024 5.99% 0.29 CHF 0.30 CHF 180,000 50,000 170,015 25,338 51,592 CHF 8,132 CHF 99.63% 99.63%
18/11/2024 6.05% 0.30 CHF 0.31 CHF 170,000 50,000 171,356 25,335 51,403 CHF 7,997 CHF 99.64% 99.64%
15/11/2024 7.41% 0.29 CHF 0.30 CHF 180,000 50,000 210,394 29,346 51,321 CHF 8,436 CHF 56.32% 56.32%
14/11/2024 12.44% 0.16 CHF 0.17 CHF 310,000 25,000 355,818 20,007 50,765 CHF 3,248 CHF 99.63% 99.63%
13/11/2024 9.65% 0.18 CHF 0.19 CHF 280,000 50,000 280,862 25,790 50,976 CHF 5,164 CHF 96.77% 96.77%
12/11/2024 9.86% 0.19 CHF 0.20 CHF 260,000 50,000 283,457 25,335 50,950 CHF 4,982 CHF 99.64% 99.64%
11/11/2024 12.40% 0.17 CHF 0.18 CHF 300,000 25,000 363,678 20,291 50,745 CHF 3,217 CHF 96.90% 96.90%

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