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 7.02% 0.12 CHF 0.13 CHF 161,057 50,000 146,977 50,000 20,221 CHF 7,397 CHF 100.00% 100.00%
19/11/2024 7.25% 0.13 CHF 0.14 CHF 153,315 50,000 153,721 50,000 20,454 CHF 7,158 CHF 100.00% 100.00%
18/11/2024 7.46% 0.13 CHF 0.14 CHF 163,994 50,000 140,642 44,486 21,901 CHF 7,409 CHF 100.00% 100.00%
15/11/2024 4.86% 0.18 CHF 0.19 CHF 131,615 50,000 118,443 50,000 23,812 CHF 10,569 CHF 100.00% 100.00%
14/11/2024 4.47% 0.23 CHF 0.24 CHF 108,837 50,000 108,279 50,000 25,713 CHF 12,417 CHF 99.52% 99.52%
13/11/2024 4.36% 0.22 CHF 0.23 CHF 112,152 50,000 109,974 49,704 25,240 CHF 11,918 CHF 99.32% 99.32%
12/11/2024 4.70% 0.22 CHF 0.23 CHF 112,130 50,000 111,554 50,000 25,035 CHF 11,782 CHF 100.00% 100.00%
11/11/2024 4.17% 0.23 CHF 0.24 CHF 112,226 50,000 109,127 50,000 25,666 CHF 12,264 CHF 100.00% 100.00%
08/11/2024 4.37% 0.24 CHF 0.25 CHF 104,620 50,000 107,602 50,000 25,733 CHF 12,493 CHF 100.00% 100.00%
07/11/2024 4.13% 0.25 CHF 0.26 CHF 106,460 50,000 104,954 48,703 26,267 CHF 12,687 CHF 99.13% 99.13%

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