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 9.23% 0.09 CHF 0.10 CHF 1,500,000 300,000 1,500,000 300,000 156,154 CHF 34,231 CHF 99.38% 99.38%
19/11/2024 15.06% 0.07 CHF 0.08 CHF 1,500,000 300,000 1,500,000 300,000 92,863 CHF 21,573 CHF 99.38% 99.38%
18/11/2024 9.41% 0.09 CHF 0.10 CHF 1,500,000 300,000 1,500,000 300,000 153,496 CHF 33,699 CHF 99.26% 99.26%
15/11/2024 8.51% 0.12 CHF 0.13 CHF 1,500,000 300,000 1,500,000 300,000 169,058 CHF 36,812 CHF 99.38% 99.38%
14/11/2024 8.54% 0.12 CHF 0.13 CHF 1,500,000 300,000 1,500,000 299,992 168,405 CHF 36,680 CHF 99.37% 99.37%
13/11/2024 9.10% 0.11 CHF 0.12 CHF 1,500,000 300,000 1,500,000 300,000 157,725 CHF 34,545 CHF 99.37% 99.37%
12/11/2024 7.33% 0.12 CHF 0.13 CHF 1,500,000 300,000 1,500,000 300,000 197,784 CHF 42,557 CHF 99.38% 99.38%
11/11/2024 5.65% 0.17 CHF 0.18 CHF 1,500,000 300,000 1,500,000 300,000 258,220 CHF 54,644 CHF 99.37% 99.37%
08/11/2024 5.85% 0.17 CHF 0.18 CHF 1,500,000 300,000 1,500,000 300,000 249,018 CHF 52,804 CHF 99.37% 99.37%
07/11/2024 4.92% 0.19 CHF 0.20 CHF 1,500,000 300,000 1,500,000 300,000 297,593 CHF 62,519 CHF 98.37% 98.37%

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