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 4.87% 0.32 CHF 0.34 CHF 118,790 75,000 121,575 75,000 37,558 CHF 24,337 CHF 99.00% 99.00%
19/11/2024 5.61% 0.31 CHF 0.33 CHF 118,683 75,000 118,749 75,000 38,030 CHF 25,418 CHF 99.95% 99.95%
18/11/2024 5.57% 0.37 CHF 0.38 CHF 112,181 75,000 114,290 63,971 40,313 CHF 23,697 CHF 100.00% 100.00%
15/11/2024 5.35% 0.39 CHF 0.41 CHF 109,339 75,000 70,078 54,325 26,480 CHF 21,424 CHF 100.00% 100.00%
14/11/2024 7.38% 0.36 CHF 0.38 CHF 37,500 37,500 37,500 37,500 12,847 CHF 13,832 CHF 99.22% 99.22%
13/11/2024 7.22% 0.34 CHF 0.37 CHF 37,500 37,500 37,079 37,079 12,906 CHF 13,866 CHF 99.36% 99.36%
12/11/2024 7.09% 0.33 CHF 0.35 CHF 37,500 37,500 37,500 37,500 13,425 CHF 14,408 CHF 100.00% 100.00%
11/11/2024 6.59% 0.43 CHF 0.45 CHF 37,500 37,500 37,500 37,500 15,560 CHF 16,620 CHF 100.00% 100.00%
08/11/2024 4.06% 0.40 CHF 0.42 CHF 105,878 75,000 105,086 75,000 43,104 CHF 32,051 CHF 100.00% 100.00%
07/11/2024 3.26% 0.47 CHF 0.49 CHF 97,048 75,000 97,860 71,924 47,047 CHF 35,686 CHF 83.59% 83.59%

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