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 6.60% 0.13 CHF 0.14 CHF 375,000 375,000 356,071 356,070 52,185 CHF 55,745 CHF 99.82% 99.82%
19/11/2024 6.90% 0.14 CHF 0.15 CHF 375,000 375,000 373,072 373,071 52,197 CHF 55,928 CHF 99.79% 99.79%
18/11/2024 6.43% 0.15 CHF 0.16 CHF 350,000 350,000 348,497 348,498 52,448 CHF 55,934 CHF 100.00% 100.00%
15/11/2024 5.65% 0.16 CHF 0.17 CHF 325,000 325,000 302,810 302,811 52,112 CHF 55,141 CHF 100.00% 100.00%
14/11/2024 5.97% 0.18 CHF 0.19 CHF 300,000 300,000 321,024 321,027 52,148 CHF 55,358 CHF 100.00% 100.00%
13/11/2024 6.79% 0.14 CHF 0.15 CHF 400,000 400,000 369,601 369,600 52,621 CHF 56,316 CHF 99.95% 99.95%
12/11/2024 5.49% 0.15 CHF 0.16 CHF 325,000 325,000 300,680 300,681 53,271 CHF 56,278 CHF 100.00% 100.00%
11/11/2024 5.47% 0.17 CHF 0.18 CHF 300,000 300,000 298,325 298,326 53,118 CHF 56,102 CHF 99.77% 99.77%
08/11/2024 6.45% 0.15 CHF 0.16 CHF 325,000 325,000 348,386 348,385 52,258 CHF 55,742 CHF 100.00% 100.00%
07/11/2024 5.95% 0.16 CHF 0.17 CHF 325,000 325,000 317,226 317,226 51,693 CHF 54,865 CHF 99.70% 99.70%

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