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
22/11/2024 7.50% 0.24 CHF 0.26 CHF 210,000 75,000 193,686 75,000 51,278 CHF 21,433 CHF 99.90% 99.90%
20/11/2024 8.83% 0.22 CHF 0.24 CHF 230,000 75,000 223,786 75,000 50,516 CHF 18,530 CHF 99.98% 99.98%
19/11/2024 5.33% 0.21 CHF 0.22 CHF 240,000 75,000 271,379 75,000 50,789 CHF 14,871 CHF 97.59% 97.59%
18/11/2024 6.11% 0.19 CHF 0.20 CHF 270,000 75,000 266,068 63,983 50,756 CHF 12,721 CHF 99.20% 99.20%
15/11/2024 3.15% 0.23 CHF 0.24 CHF 220,000 50,000 146,634 50,000 51,883 CHF 18,839 CHF 78.43% 78.43%
14/11/2024 1.88% 0.60 CHF 0.61 CHF 90,000 50,000 89,482 50,000 52,730 CHF 30,038 CHF 99.44% 99.44%
13/11/2024 2.03% 0.59 CHF 0.61 CHF 90,000 50,000 95,358 49,818 52,525 CHF 28,058 CHF 98.88% 98.88%
12/11/2024 1.81% 0.63 CHF 0.64 CHF 80,000 50,000 86,698 50,000 52,482 CHF 30,932 CHF 87.66% 87.66%
11/11/2024 1.81% 0.57 CHF 0.58 CHF 90,000 50,000 91,076 50,000 52,988 CHF 29,645 CHF 98.45% 98.45%
08/11/2024 2.16% 0.53 CHF 0.54 CHF 100,000 50,000 104,362 50,000 52,336 CHF 25,675 CHF 100.00% 100.00%

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