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 5.90% 0.95 CHF 0.98 CHF 60,000 30,000 60,000 11,210 53,179 CHF 10,706 CHF 99.58% 99.58%
19/11/2024 6.12% 0.88 CHF 0.91 CHF 60,000 30,000 62,098 11,210 52,698 CHF 10,140 CHF 99.60% 99.60%
18/11/2024 6.92% 0.79 CHF 0.82 CHF 70,000 50,000 70,000 18,784 52,329 CHF 15,056 CHF 98.48% 98.48%
15/11/2024 7.11% 0.71 CHF 0.74 CHF 80,000 50,000 71,793 18,684 51,904 CHF 14,260 CHF 99.61% 99.61%
14/11/2024 7.81% 0.75 CHF 0.78 CHF 70,000 50,000 78,590 18,684 52,239 CHF 13,906 CHF 99.61% 99.61%
13/11/2024 6.66% 0.73 CHF 0.76 CHF 70,000 30,000 70,000 11,321 53,917 CHF 9,065 CHF 97.55% 97.55%
12/11/2024 6.74% 0.78 CHF 0.81 CHF 70,000 30,000 70,000 11,217 53,755 CHF 9,155 CHF 99.48% 99.48%
11/11/2024 8.45% 0.85 CHF 0.90 CHF 60,000 30,000 54,021 11,275 53,502 CHF 11,394 CHF 98.39% 98.39%
08/11/2024 7.90% 1.12 CHF 1.17 CHF 50,000 30,000 50,000 11,212 54,303 CHF 13,172 CHF 99.58% 99.58%
07/11/2024 6.95% 1.17 CHF 1.22 CHF 50,000 30,000 50,000 13,840 57,677 CHF 16,576 CHF 57.42% 57.42%

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