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 8.96% 0.41 CHF 0.45 CHF 104,996 25,000 103,496 25,000 43,220 CHF 11,421 CHF 99.31% 99.31%
22/11/2024 9.16% 0.39 CHF 0.43 CHF 108,710 25,000 110,595 25,000 40,829 CHF 10,120 CHF 100.00% 100.00%
20/11/2024 7.70% 0.37 CHF 0.40 CHF 109,672 25,000 113,352 25,000 39,085 CHF 9,315 CHF 100.00% 100.00%
19/11/2024 8.54% 0.32 CHF 0.35 CHF 118,081 25,000 118,110 25,000 37,642 CHF 8,680 CHF 99.99% 99.99%
18/11/2024 10.69% 0.33 CHF 0.35 CHF 116,517 25,000 117,121 23,898 37,322 CHF 8,461 CHF 99.51% 99.51%
15/11/2024 8.25% 0.33 CHF 0.36 CHF 116,526 25,000 116,437 25,000 38,487 CHF 8,975 CHF 100.00% 100.00%
14/11/2024 8.39% 0.34 CHF 0.37 CHF 115,480 25,000 116,322 25,000 38,789 CHF 9,067 CHF 97.25% 97.25%
13/11/2024 8.24% 0.33 CHF 0.36 CHF 117,280 25,000 117,033 24,963 38,897 CHF 9,013 CHF 97.09% 97.09%
12/11/2024 8.27% 0.32 CHF 0.35 CHF 119,411 25,000 115,795 25,000 37,974 CHF 8,907 CHF 98.58% 98.58%
11/11/2024 7.46% 0.35 CHF 0.38 CHF 112,025 25,000 111,454 25,000 39,392 CHF 9,520 CHF 97.60% 97.60%

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