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
22/11/2024 6.44% 0.16 CHF 0.17 CHF 325,000 325,000 348,101 348,101 52,324 CHF 55,805 CHF 100.00% 100.00%
20/11/2024 6.21% 0.15 CHF 0.16 CHF 350,000 350,000 335,019 335,018 52,234 CHF 55,585 CHF 100.00% 100.00%
19/11/2024 7.37% 0.15 CHF 0.16 CHF 375,000 375,000 398,436 398,436 52,154 CHF 56,138 CHF 99.89% 99.89%
18/11/2024 6.94% 0.15 CHF 0.16 CHF 350,000 350,000 376,925 376,925 52,444 CHF 56,214 CHF 99.92% 99.92%
15/11/2024 6.07% 0.16 CHF 0.17 CHF 350,000 350,000 326,878 326,878 52,206 CHF 55,475 CHF 100.00% 100.00%
14/11/2024 6.67% 0.17 CHF 0.18 CHF 300,000 300,000 359,034 359,034 52,018 CHF 55,608 CHF 100.00% 100.00%
13/11/2024 7.23% 0.13 CHF 0.14 CHF 425,000 425,000 390,332 390,332 52,041 CHF 55,945 CHF 100.00% 100.00%
12/11/2024 6.33% 0.14 CHF 0.15 CHF 375,000 375,000 342,330 342,330 52,378 CHF 55,801 CHF 99.66% 99.66%
11/11/2024 4.96% 0.19 CHF 0.20 CHF 300,000 300,000 260,974 260,974 51,336 CHF 53,946 CHF 99.91% 99.91%
08/11/2024 5.09% 0.19 CHF 0.20 CHF 275,000 275,000 272,285 272,285 52,058 CHF 54,781 CHF 100.00% 100.00%

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