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 5.77% 9.35 CHF 9.86 CHF 8,758 2,000 8,688 2,000 74,908 CHF 18,262 CHF 99.36% 99.36%
19/11/2024 4.78% 8.14 CHF 8.57 CHF 10,000 2,500 10,000 2,500 88,508 CHF 23,210 CHF 83.38% 83.38%
18/11/2024 5.89% 7.06 CHF 7.49 CHF 10,000 2,500 10,000 2,500 70,179 CHF 18,606 CHF 100.00% 100.00%
15/11/2024 6.80% 6.85 CHF 7.31 CHF 9,607 2,500 9,576 2,500 62,492 CHF 17,460 CHF 99.99% 99.99%
14/11/2024 6.15% 7.33 CHF 7.84 CHF 8,701 2,000 8,774 2,000 70,475 CHF 17,068 CHF 99.52% 99.52%
13/11/2024 5.16% 8.00 CHF 8.41 CHF 10,000 2,500 10,000 2,477 78,549 CHF 20,483 CHF 99.32% 99.32%
12/11/2024 4.25% 7.20 CHF 7.49 CHF 10,000 5,000 10,000 5,000 67,603 CHF 35,269 CHF 100.00% 100.00%
11/11/2024 7.42% 4.36 CHF 4.68 CHF 13,486 2,500 13,439 2,500 56,227 CHF 11,264 CHF 100.00% 100.00%
08/11/2024 4.95% 5.10 CHF 5.34 CHF 10,000 5,000 16,808 5,000 79,633 CHF 25,029 CHF 100.00% 100.00%
07/11/2024 7.60% 3.57 CHF 3.83 CHF 16,296 5,000 16,285 5,000 55,035 CHF 18,208 CHF 91.77% 91.77%

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