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 5.38% 0.21 CHF 0.22 CHF 240,000 20,000 279,953 7,475 50,585 CHF 1,501 CHF 99.63% 99.63%
19/11/2024 6.05% 0.17 CHF 0.18 CHF 300,000 20,000 318,363 7,476 51,011 CHF 1,309 CHF 99.65% 99.65%
18/11/2024 8.07% 0.12 CHF 0.13 CHF 420,000 20,000 424,842 7,515 50,485 CHF 973 CHF 98.51% 98.51%
15/11/2024 8.73% 0.10 CHF 0.11 CHF 500,000 20,000 460,308 7,476 50,445 CHF 870 CHF 99.65% 99.65%
14/11/2024 10.46% 0.12 CHF 0.13 CHF 420,000 20,000 486,065 7,475 44,487 CHF 847 CHF 99.65% 99.65%
13/11/2024 7.23% 0.11 CHF 0.12 CHF 460,000 20,000 365,730 7,783 50,227 CHF 1,086 CHF 90.86% 90.86%
12/11/2024 7.33% 0.14 CHF 0.15 CHF 360,000 20,000 384,508 7,479 50,552 CHF 1,072 CHF 99.48% 99.48%
11/11/2024 4.30% 0.17 CHF 0.18 CHF 300,000 20,000 224,462 7,519 51,102 CHF 1,640 CHF 98.44% 98.44%
08/11/2024 3.56% 0.28 CHF 0.29 CHF 180,000 20,000 186,178 7,476 51,288 CHF 2,159 CHF 99.64% 99.64%
07/11/2024 3.50% 0.28 CHF 0.29 CHF 180,000 20,000 180,000 20,000 50,569 CHF 5,819 CHF 0.09% 0.09%

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