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 7.45% 0.11 CHF 0.12 CHF 201,938 50,000 200,296 50,000 26,055 CHF 7,007 CHF 100.00% 100.00%
19/11/2024 7.84% 0.14 CHF 0.15 CHF 199,186 50,000 200,518 50,000 24,803 CHF 6,688 CHF 100.00% 100.00%
18/11/2024 5.82% 0.15 CHF 0.16 CHF 198,408 50,000 197,441 50,000 33,025 CHF 8,866 CHF 100.00% 100.00%
15/11/2024 4.71% 0.20 CHF 0.21 CHF 194,824 50,000 194,421 50,000 40,381 CHF 10,886 CHF 100.00% 100.00%
14/11/2024 5.80% 0.21 CHF 0.22 CHF 194,541 50,000 197,942 50,000 33,898 CHF 9,079 CHF 99.44% 99.44%
13/11/2024 6.32% 0.15 CHF 0.16 CHF 198,896 50,000 197,897 49,519 30,412 CHF 8,108 CHF 98.88% 98.88%
12/11/2024 5.55% 0.15 CHF 0.16 CHF 197,846 50,000 195,934 50,000 34,412 CHF 9,283 CHF 100.00% 100.00%
11/11/2024 3.70% 0.24 CHF 0.25 CHF 189,883 50,000 186,457 50,000 49,588 CHF 13,806 CHF 90.18% 90.18%
08/11/2024 3.54% 0.25 CHF 0.26 CHF 187,688 25,000 179,081 25,000 49,906 CHF 7,248 CHF 41.38% 41.38%
07/11/2024 2.55% 0.37 CHF 0.38 CHF 140,000 25,000 131,906 24,740 51,989 CHF 10,008 CHF 99.06% 99.06%

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