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 5.18% 0.19 CHF 0.20 CHF 225,000 75,000 225,000 75,000 42,335 CHF 14,862 CHF 99.38% 99.38%
19/11/2024 5.50% 0.18 CHF 0.19 CHF 225,000 75,000 225,403 75,135 40,057 CHF 14,104 CHF 99.38% 99.38%
18/11/2024 5.16% 0.21 CHF 0.22 CHF 225,000 75,000 225,000 75,000 42,572 CHF 14,941 CHF 99.25% 99.25%
15/11/2024 6.19% 0.16 CHF 0.17 CHF 225,000 75,000 230,768 76,923 36,121 CHF 12,810 CHF 99.38% 99.38%
14/11/2024 7.29% 0.15 CHF 0.16 CHF 300,000 100,000 282,624 94,208 37,447 CHF 13,425 CHF 99.37% 99.37%
13/11/2024 8.56% 0.12 CHF 0.13 CHF 300,000 100,000 300,000 100,000 33,681 CHF 12,227 CHF 99.37% 99.37%
12/11/2024 7.08% 0.12 CHF 0.13 CHF 300,000 100,000 300,000 100,000 40,929 CHF 14,643 CHF 99.38% 99.38%
11/11/2024 6.48% 0.14 CHF 0.15 CHF 300,000 100,000 298,884 99,628 44,652 CHF 15,880 CHF 99.38% 99.38%
08/11/2024 5.66% 0.18 CHF 0.19 CHF 225,000 75,000 240,679 80,226 41,231 CHF 14,546 CHF 99.38% 99.38%
07/11/2024 5.69% 0.17 CHF 0.18 CHF 300,000 100,000 297,945 99,315 50,877 CHF 17,952 CHF 98.38% 98.38%

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