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 8.21% 0.16 CHF 0.18 CHF 265,317 50,000 266,142 50,000 42,685 CHF 8,710 CHF 100.00% 100.00%
19/11/2024 9.02% 0.15 CHF 0.16 CHF 288,846 50,000 289,779 50,000 41,483 CHF 7,834 CHF 99.40% 99.40%
18/11/2024 10.19% 0.15 CHF 0.16 CHF 286,184 50,000 286,439 43,384 41,400 CHF 6,915 CHF 100.00% 100.00%
15/11/2024 7.90% 0.13 CHF 0.14 CHF 306,678 50,000 275,479 50,000 42,170 CHF 8,321 CHF 100.00% 100.00%
14/11/2024 7.22% 0.17 CHF 0.18 CHF 252,935 50,000 258,656 50,000 43,560 CHF 9,052 CHF 99.52% 99.52%
13/11/2024 7.15% 0.17 CHF 0.18 CHF 252,942 50,000 242,084 49,383 43,939 CHF 9,625 CHF 99.32% 99.32%
12/11/2024 6.98% 0.19 CHF 0.20 CHF 232,869 50,000 220,022 50,000 45,613 CHF 11,123 CHF 100.00% 100.00%
11/11/2024 6.62% 0.20 CHF 0.22 CHF 226,524 50,000 225,153 50,000 45,372 CHF 10,768 CHF 100.00% 100.00%
08/11/2024 5.30% 0.20 CHF 0.22 CHF 221,935 50,000 227,492 50,000 45,502 CHF 10,546 CHF 100.00% 100.00%
07/11/2024 8.41% 0.19 CHF 0.20 CHF 239,895 50,000 245,110 48,444 43,493 CHF 9,335 CHF 99.13% 99.13%

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