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 4.13% 0.38 CHF 0.40 CHF 82,757 75,000 83,136 75,000 30,423 CHF 28,608 CHF 99.00% 99.00%
19/11/2024 3.56% 0.37 CHF 0.38 CHF 82,807 75,000 82,439 75,000 31,690 CHF 29,880 CHF 100.00% 100.00%
18/11/2024 4.33% 0.44 CHF 0.46 CHF 81,291 75,000 81,844 75,000 34,608 CHF 33,120 CHF 100.00% 100.00%
15/11/2024 5.52% 0.47 CHF 0.49 CHF 80,913 75,000 57,067 54,325 25,607 CHF 25,622 CHF 100.00% 100.00%
14/11/2024 5.67% 0.43 CHF 0.45 CHF 37,500 37,500 37,500 37,500 15,274 CHF 16,164 CHF 99.22% 99.22%
13/11/2024 5.86% 0.41 CHF 0.43 CHF 37,500 37,500 37,079 37,079 15,339 CHF 16,257 CHF 99.36% 99.36%
12/11/2024 6.36% 0.38 CHF 0.41 CHF 37,500 37,500 37,500 37,500 15,951 CHF 16,995 CHF 100.00% 100.00%
11/11/2024 5.26% 0.52 CHF 0.55 CHF 37,500 37,500 37,500 37,500 18,901 CHF 19,922 CHF 100.00% 100.00%
08/11/2024 3.32% 0.48 CHF 0.50 CHF 79,247 75,000 78,920 75,000 38,914 CHF 38,232 CHF 100.00% 100.00%
07/11/2024 2.56% 0.57 CHF 0.59 CHF 77,063 75,000 77,240 72,396 44,544 CHF 42,813 CHF 98.73% 98.73%

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