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 4.83% 0.22 CHF 0.23 CHF 125,000 125,000 125,000 125,000 25,322 CHF 26,572 CHF 72.57% 72.57%
19/11/2024 4.67% 0.19 CHF 0.20 CHF 125,000 125,000 125,000 125,000 26,218 CHF 27,468 CHF 71.09% 71.09%
18/11/2024 5.68% 0.18 CHF 0.19 CHF 125,000 125,000 128,176 128,176 21,956 CHF 23,238 CHF 77.31% 77.31%
15/11/2024 6.75% 0.15 CHF 0.16 CHF 150,000 150,000 150,000 150,000 21,503 CHF 23,003 CHF 94.06% 94.06%
14/11/2024 5.70% 0.14 CHF 0.15 CHF 150,000 150,000 136,109 136,107 23,342 CHF 24,703 CHF 70.77% 70.77%
13/11/2024 5.20% 0.19 CHF 0.20 CHF 125,000 125,000 127,254 127,253 23,837 CHF 25,109 CHF 93.16% 93.16%
12/11/2024 5.69% 0.19 CHF 0.20 CHF 125,000 125,000 144,565 144,565 24,662 CHF 26,107 CHF 74.60% 74.60%
11/11/2024 8.94% 0.13 CHF 0.14 CHF 150,000 150,000 174,554 174,554 18,710 CHF 20,456 CHF 92.25% 92.25%
08/11/2024 9.19% 0.12 CHF 0.13 CHF 175,000 175,000 180,357 180,357 18,859 CHF 20,662 CHF 96.00% 96.00%
07/11/2024 17.90% 0.06 CHF 0.07 CHF 275,000 275,000 302,396 285,190 15,431 CHF 17,506 CHF 99.90% 99.90%

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