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 7.70% 0.12 CHF 0.13 CHF 362,698 50,000 336,507 50,000 42,069 CHF 6,760 CHF 100.00% 100.00%
19/11/2024 7.29% 0.13 CHF 0.14 CHF 343,504 50,000 328,551 50,000 43,456 CHF 7,118 CHF 99.99% 99.99%
18/11/2024 8.54% 0.13 CHF 0.14 CHF 324,546 50,000 339,313 44,487 43,674 CHF 6,237 CHF 100.00% 100.00%
15/11/2024 8.02% 0.13 CHF 0.14 CHF 351,506 50,000 354,411 50,000 42,425 CHF 6,487 CHF 97.60% 97.60%
14/11/2024 7.81% 0.12 CHF 0.13 CHF 352,984 50,000 354,813 50,000 43,743 CHF 6,667 CHF 96.15% 96.15%
13/11/2024 9.57% 0.10 CHF 0.11 CHF 422,167 50,000 400,588 49,711 40,357 CHF 5,509 CHF 99.36% 99.36%
12/11/2024 8.83% 0.11 CHF 0.12 CHF 393,968 50,000 381,536 50,000 41,350 CHF 5,924 CHF 100.00% 100.00%
11/11/2024 6.49% 0.13 CHF 0.14 CHF 326,293 50,000 299,558 50,000 44,793 CHF 8,010 CHF 99.48% 99.48%
08/11/2024 5.73% 0.17 CHF 0.18 CHF 286,267 50,000 274,596 50,000 46,625 CHF 8,998 CHF 97.53% 97.53%
07/11/2024 6.04% 0.17 CHF 0.18 CHF 285,910 50,000 280,333 48,629 47,660 CHF 8,788 CHF 93.73% 93.73%

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