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 - 0.07 CHF 0.12 CHF 306,913 25,000 0 0 0 CHF 0 CHF 0.00% 0.00%
22/11/2024 11.32% 0.09 CHF 0.10 CHF 314,700 50,000 313,818 50,000 26,245 CHF 4,680 CHF 100.00% 100.00%
20/11/2024 10.31% 0.08 CHF 0.09 CHF 309,452 50,000 295,094 50,000 27,278 CHF 5,131 CHF 100.00% 100.00%
19/11/2024 11.39% 0.09 CHF 0.10 CHF 315,383 50,000 310,054 50,000 25,755 CHF 4,661 CHF 100.00% 100.00%
18/11/2024 12.29% 0.10 CHF 0.11 CHF 291,015 50,000 282,988 44,486 25,992 CHF 4,560 CHF 100.00% 100.00%
15/11/2024 9.56% 0.11 CHF 0.12 CHF 249,308 50,000 244,276 50,000 28,258 CHF 6,368 CHF 100.00% 100.00%
14/11/2024 7.23% 0.13 CHF 0.14 CHF 222,357 50,000 213,110 50,000 29,382 CHF 7,416 CHF 99.27% 99.27%
13/11/2024 7.66% 0.14 CHF 0.15 CHF 210,008 50,000 209,760 49,694 29,935 CHF 7,658 CHF 98.49% 98.49%
12/11/2024 8.02% 0.14 CHF 0.15 CHF 209,315 50,000 210,318 50,000 29,452 CHF 7,589 CHF 100.00% 100.00%
11/11/2024 6.34% 0.16 CHF 0.17 CHF 189,908 50,000 196,212 50,000 31,141 CHF 8,458 CHF 100.00% 100.00%

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