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 11.76% 0.11 CHF 0.12 CHF 325,584 50,000 335,806 50,000 32,641 CHF 5,472 CHF 98.83% 98.83%
19/11/2024 11.31% 0.10 CHF 0.11 CHF 328,889 50,000 327,321 50,000 33,187 CHF 5,682 CHF 70.10% 70.10%
18/11/2024 12.42% 0.11 CHF 0.12 CHF 304,689 50,000 313,626 44,465 33,450 CHF 5,346 CHF 99.64% 99.64%
15/11/2024 10.85% 0.12 CHF 0.13 CHF 290,404 50,000 267,808 50,000 35,675 CHF 7,438 CHF 100.00% 100.00%
14/11/2024 8.87% 0.16 CHF 0.18 CHF 233,479 50,000 231,378 50,000 39,848 CHF 9,416 CHF 99.44% 99.44%
13/11/2024 8.12% 0.18 CHF 0.20 CHF 223,727 50,000 222,399 49,557 40,159 CHF 9,706 CHF 98.88% 98.88%
12/11/2024 7.06% 0.20 CHF 0.21 CHF 210,460 50,000 198,326 50,000 42,118 CHF 11,401 CHF 100.00% 100.00%
11/11/2024 6.35% 0.23 CHF 0.24 CHF 192,573 50,000 187,536 50,000 44,304 CHF 12,593 CHF 100.00% 100.00%
08/11/2024 5.95% 0.22 CHF 0.23 CHF 193,058 50,000 192,964 50,000 42,276 CHF 11,629 CHF 100.00% 100.00%
07/11/2024 6.72% 0.22 CHF 0.23 CHF 192,566 50,000 195,696 48,703 42,582 CHF 11,343 CHF 99.06% 99.06%

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