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 5.93% 0.16 CHF 0.17 CHF 300,000 100,000 300,000 100,000 49,140 CHF 17,380 CHF 99.16% 99.16%
19/11/2024 6.09% 0.17 CHF 0.18 CHF 300,000 100,000 300,000 100,000 47,776 CHF 16,925 CHF 99.17% 99.17%
18/11/2024 5.66% 0.16 CHF 0.17 CHF 300,000 100,000 300,000 100,000 51,657 CHF 18,219 CHF 99.22% 99.22%
15/11/2024 5.73% 0.19 CHF 0.20 CHF 300,000 100,000 300,000 100,000 50,954 CHF 17,985 CHF 99.16% 99.16%
14/11/2024 6.10% 0.16 CHF 0.17 CHF 300,000 100,000 300,000 100,000 47,709 CHF 16,903 CHF 99.15% 99.15%
13/11/2024 6.48% 0.15 CHF 0.16 CHF 300,000 100,000 300,000 100,000 44,808 CHF 15,936 CHF 99.16% 99.16%
12/11/2024 6.77% 0.14 CHF 0.15 CHF 300,000 100,000 300,000 100,000 42,874 CHF 15,291 CHF 99.16% 99.16%
11/11/2024 5.50% 0.17 CHF 0.18 CHF 300,000 100,000 300,000 100,000 53,077 CHF 18,692 CHF 99.16% 99.16%
08/11/2024 5.64% 0.18 CHF 0.19 CHF 300,000 100,000 300,000 100,000 51,722 CHF 18,241 CHF 99.16% 99.16%
07/11/2024 5.77% 0.16 CHF 0.17 CHF 300,000 100,000 300,000 100,000 50,562 CHF 17,854 CHF 98.18% 98.18%

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