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
25/11/2024 3.37% 0.30 CHF 0.31 CHF 80,000 80,000 80,000 80,000 23,326 CHF 24,126 CHF 98.00% 98.00%
22/11/2024 4.21% 0.24 CHF 0.25 CHF 90,000 90,000 90,000 90,000 20,955 CHF 21,855 CHF 97.44% 97.44%
20/11/2024 6.37% 0.14 CHF 0.15 CHF 130,000 130,000 130,000 130,000 19,838 CHF 21,138 CHF 99.43% 99.43%
19/11/2024 9.04% 0.12 CHF 0.13 CHF 120,000 120,000 120,000 120,000 12,707 CHF 13,907 CHF 100.00% 100.00%
18/11/2024 6.32% 0.14 CHF 0.15 CHF 110,000 110,000 101,451 101,451 15,628 CHF 16,642 CHF 99.36% 99.36%
15/11/2024 5.94% 0.17 CHF 0.18 CHF 100,000 100,000 100,000 100,000 16,355 CHF 17,355 CHF 100.00% 100.00%
14/11/2024 6.00% 0.17 CHF 0.18 CHF 110,000 110,000 110,000 110,000 17,799 CHF 18,899 CHF 98.67% 98.67%
13/11/2024 6.33% 0.16 CHF 0.17 CHF 110,000 110,000 110,000 110,000 16,834 CHF 17,934 CHF 100.00% 100.00%
12/11/2024 5.38% 0.17 CHF 0.18 CHF 100,000 100,000 99,788 99,788 18,087 CHF 19,085 CHF 99.87% 99.87%
11/11/2024 4.33% 0.22 CHF 0.23 CHF 90,000 90,000 90,000 90,000 20,353 CHF 21,253 CHF 100.00% 100.00%

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