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 7.54% 0.22 CHF 0.26 CHF 230,000 25,000 209,457 25,000 50,361 CHF 6,485 CHF 14.13% 100.00%
19/11/2024 8.07% 0.23 CHF 0.24 CHF 220,000 25,000 228,766 25,000 50,561 CHF 5,996 CHF 99.99% 99.99%
18/11/2024 8.87% 0.25 CHF 0.27 CHF 200,000 25,000 209,161 23,897 50,324 CHF 6,278 CHF 100.00% 100.00%
15/11/2024 6.98% 0.24 CHF 0.26 CHF 210,000 25,000 201,671 24,970 50,460 CHF 6,702 CHF 100.00% 100.00%
14/11/2024 7.42% 0.25 CHF 0.27 CHF 200,000 25,000 214,241 25,000 50,286 CHF 6,347 CHF 94.67% 94.67%
13/11/2024 8.20% 0.22 CHF 0.23 CHF 230,000 50,000 242,843 49,418 50,273 CHF 11,106 CHF 99.25% 99.25%
12/11/2024 8.58% 0.19 CHF 0.21 CHF 270,000 25,000 242,565 25,000 50,350 CHF 5,660 CHF 98.32% 98.32%
11/11/2024 7.36% 0.24 CHF 0.26 CHF 210,000 25,000 206,374 25,000 50,281 CHF 6,560 CHF 100.00% 100.00%
08/11/2024 8.51% 0.24 CHF 0.26 CHF 210,000 25,000 152,769 21,785 38,639 CHF 5,973 CHF 97.48% 97.48%
07/11/2024 5.45% 0.35 CHF 0.36 CHF 150,000 25,000 144,225 24,731 51,955 CHF 9,443 CHF 95.57% 95.57%

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