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 3.80% 0.28 CHF 0.29 CHF 117,308 50,000 116,688 50,000 30,197 CHF 13,437 CHF 100.00% 100.00%
19/11/2024 3.79% 0.26 CHF 0.27 CHF 116,511 50,000 116,443 50,000 30,219 CHF 13,473 CHF 99.40% 99.40%
18/11/2024 3.62% 0.24 CHF 0.25 CHF 116,346 50,000 117,421 50,000 31,953 CHF 14,104 CHF 100.00% 100.00%
15/11/2024 3.23% 0.30 CHF 0.31 CHF 118,544 50,000 118,572 50,000 36,113 CHF 15,728 CHF 100.00% 100.00%
14/11/2024 3.39% 0.29 CHF 0.30 CHF 118,162 50,000 118,281 50,000 34,293 CHF 14,996 CHF 99.52% 99.52%
13/11/2024 3.38% 0.30 CHF 0.31 CHF 118,010 50,000 117,448 49,704 34,290 CHF 15,005 CHF 99.32% 99.32%
12/11/2024 4.22% 0.25 CHF 0.26 CHF 115,977 50,000 115,394 50,000 26,811 CHF 12,117 CHF 100.00% 100.00%
11/11/2024 4.62% 0.21 CHF 0.22 CHF 114,631 50,000 114,520 50,000 24,257 CHF 11,090 CHF 100.00% 100.00%
08/11/2024 3.80% 0.23 CHF 0.24 CHF 114,261 50,000 115,024 50,000 29,893 CHF 13,491 CHF 100.00% 100.00%
07/11/2024 3.86% 0.28 CHF 0.29 CHF 115,523 50,000 115,634 48,704 30,936 CHF 13,536 CHF 99.13% 99.13%

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