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 8.00% 0.12 CHF 0.13 CHF 212,100 212,100 209,997 209,997 25,219 CHF 27,319 CHF 99.43% 99.43%
19/11/2024 7.99% 0.12 CHF 0.13 CHF 208,400 208,400 208,421 208,421 25,049 CHF 27,133 CHF 100.00% 100.00%
18/11/2024 8.28% 0.12 CHF 0.13 CHF 220,800 220,800 221,684 221,684 25,678 CHF 27,894 CHF 99.88% 99.88%
15/11/2024 8.65% 0.11 CHF 0.12 CHF 217,100 217,100 217,102 217,102 24,015 CHF 26,186 CHF 100.00% 100.00%
14/11/2024 8.47% 0.12 CHF 0.13 CHF 223,700 223,700 226,160 226,160 25,585 CHF 27,847 CHF 98.58% 98.58%
13/11/2024 8.63% 0.11 CHF 0.12 CHF 211,000 211,000 211,263 211,263 23,428 CHF 25,540 CHF 100.00% 100.00%
12/11/2024 7.73% 0.12 CHF 0.13 CHF 194,200 194,200 194,200 194,200 24,154 CHF 26,096 CHF 99.88% 99.88%
11/11/2024 7.07% 0.14 CHF 0.14 CHF 189,700 189,700 188,220 188,220 25,674 CHF 27,556 CHF 100.00% 100.00%
08/11/2024 7.00% 0.14 CHF 0.14 CHF 185,800 185,800 185,888 185,888 25,630 CHF 27,489 CHF 98.30% 98.30%
07/11/2024 6.81% 0.14 CHF 0.15 CHF 185,800 185,800 185,423 185,423 26,317 CHF 28,171 CHF 100.00% 100.00%

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