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 13.66% 0.20 CHF 0.23 CHF 106,782 50,000 100,363 50,000 22,773 CHF 13,038 CHF 100.00% 100.00%
19/11/2024 5.58% 0.22 CHF 0.23 CHF 106,519 50,000 108,785 50,000 22,663 CHF 11,027 CHF 97.39% 97.39%
18/11/2024 8.17% 0.24 CHF 0.26 CHF 101,577 50,000 102,105 43,384 23,669 CHF 10,734 CHF 100.00% 100.00%
15/11/2024 8.30% 0.26 CHF 0.28 CHF 99,684 50,000 98,562 50,000 25,536 CHF 14,088 CHF 100.00% 100.00%
14/11/2024 7.52% 0.26 CHF 0.28 CHF 98,629 50,000 97,120 50,000 26,804 CHF 14,880 CHF 99.27% 99.27%
13/11/2024 6.78% 0.25 CHF 0.28 CHF 99,656 50,000 100,133 49,342 25,651 CHF 13,570 CHF 94.34% 94.34%
12/11/2024 6.74% 0.28 CHF 0.30 CHF 95,817 50,000 92,066 50,000 28,471 CHF 16,544 CHF 100.00% 100.00%
11/11/2024 6.26% 0.34 CHF 0.37 CHF 87,406 50,000 87,573 50,000 29,976 CHF 18,223 CHF 99.90% 99.90%
08/11/2024 7.58% 0.29 CHF 0.31 CHF 93,834 50,000 95,226 50,000 26,647 CHF 15,095 CHF 84.16% 84.16%
07/11/2024 8.12% 0.29 CHF 0.31 CHF 94,335 50,000 94,992 48,743 27,419 CHF 15,290 CHF 99.06% 99.06%

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