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 5.48% 0.19 CHF 0.20 CHF 900,000 300,000 900,000 300,000 160,106 CHF 56,369 CHF 98.07% 98.07%
22/11/2024 6.01% 0.17 CHF 0.18 CHF 900,000 300,000 916,795 316,795 148,116 CHF 54,199 CHF 98.00% 98.00%
20/11/2024 7.49% 0.12 CHF 0.13 CHF 1,000,000 400,000 1,000,000 400,000 128,873 CHF 55,549 CHF 97.90% 97.90%
19/11/2024 6.98% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 138,452 CHF 59,381 CHF 97.35% 97.35%
18/11/2024 7.61% 0.12 CHF 0.13 CHF 1,000,000 400,000 1,000,000 400,000 126,685 CHF 54,674 CHF 97.82% 97.82%
15/11/2024 6.85% 0.13 CHF 0.14 CHF 1,000,000 400,000 988,292 388,292 139,788 CHF 58,717 CHF 98.06% 98.06%
14/11/2024 6.79% 0.15 CHF 0.16 CHF 900,000 300,000 980,294 380,294 139,575 CHF 57,790 CHF 95.98% 95.98%
13/11/2024 5.97% 0.16 CHF 0.17 CHF 900,000 300,000 904,292 304,292 147,135 CHF 52,517 CHF 98.63% 98.63%
12/11/2024 5.67% 0.16 CHF 0.17 CHF 900,000 300,000 900,000 300,000 154,500 CHF 54,500 CHF 91.40% 91.40%
11/11/2024 4.99% 0.19 CHF 0.20 CHF 900,000 300,000 900,000 300,000 176,045 CHF 61,682 CHF 93.91% 93.91%

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