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 7.36% 0.18 CHF 0.19 CHF 216,363 50,000 215,633 50,000 37,707 CHF 9,417 CHF 100.00% 100.00%
19/11/2024 8.06% 0.16 CHF 0.18 CHF 225,430 50,000 235,034 50,000 36,419 CHF 8,401 CHF 99.40% 99.40%
18/11/2024 9.27% 0.16 CHF 0.18 CHF 228,412 50,000 229,957 43,384 36,881 CHF 7,638 CHF 100.00% 100.00%
15/11/2024 6.15% 0.15 CHF 0.16 CHF 249,989 50,000 222,030 50,000 38,542 CHF 9,279 CHF 100.00% 100.00%
14/11/2024 6.22% 0.19 CHF 0.20 CHF 204,736 50,000 206,661 50,000 39,582 CHF 10,194 CHF 99.52% 99.52%
13/11/2024 6.21% 0.19 CHF 0.21 CHF 202,568 50,000 192,967 49,383 40,212 CHF 10,952 CHF 99.32% 99.32%
12/11/2024 5.12% 0.22 CHF 0.23 CHF 185,614 50,000 175,735 50,000 42,699 CHF 12,794 CHF 100.00% 100.00%
11/11/2024 5.14% 0.24 CHF 0.25 CHF 181,216 50,000 179,821 50,000 42,212 CHF 12,357 CHF 100.00% 100.00%
08/11/2024 4.85% 0.24 CHF 0.25 CHF 178,703 50,000 181,151 50,000 41,772 CHF 12,105 CHF 100.00% 100.00%
07/11/2024 5.88% 0.21 CHF 0.23 CHF 191,869 50,000 196,079 48,444 40,385 CHF 10,560 CHF 99.13% 99.13%

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