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 8.59% 0.14 CHF 0.16 CHF 181,372 100,000 180,980 100,000 26,184 CHF 15,763 CHF 100.00% 100.00%
19/11/2024 8.96% 0.12 CHF 0.14 CHF 182,861 100,000 179,929 100,000 26,820 CHF 16,292 CHF 100.00% 100.00%
18/11/2024 9.15% 0.17 CHF 0.18 CHF 177,416 100,000 177,856 100,000 29,596 CHF 18,237 CHF 100.00% 100.00%
15/11/2024 8.95% 0.16 CHF 0.17 CHF 179,414 100,000 179,059 100,000 29,015 CHF 17,728 CHF 99.99% 99.99%
14/11/2024 8.54% 0.18 CHF 0.19 CHF 177,283 100,000 178,483 100,000 30,720 CHF 18,752 CHF 99.52% 99.52%
13/11/2024 9.21% 0.17 CHF 0.19 CHF 177,627 100,000 176,445 99,147 31,268 CHF 19,260 CHF 99.32% 99.32%
12/11/2024 6.14% 0.18 CHF 0.20 CHF 175,599 100,000 174,595 100,000 34,172 CHF 20,809 CHF 100.00% 100.00%
11/11/2024 6.19% 0.21 CHF 0.22 CHF 172,848 100,000 172,319 100,000 36,160 CHF 22,328 CHF 100.00% 100.00%
08/11/2024 8.28% 0.20 CHF 0.22 CHF 172,347 100,000 171,850 100,000 34,426 CHF 21,763 CHF 100.00% 100.00%
07/11/2024 7.65% 0.21 CHF 0.23 CHF 170,328 100,000 171,535 97,408 35,844 CHF 21,975 CHF 99.13% 99.13%

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