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 4.13% 0.23 CHF 0.24 CHF 109,727 50,000 109,401 50,000 25,959 CHF 12,365 CHF 100.00% 100.00%
19/11/2024 4.90% 0.20 CHF 0.21 CHF 111,441 50,000 111,887 50,000 22,311 CHF 10,472 CHF 99.94% 99.94%
18/11/2024 4.57% 0.21 CHF 0.22 CHF 111,116 50,000 111,069 50,000 23,778 CHF 11,205 CHF 99.64% 99.64%
15/11/2024 4.42% 0.21 CHF 0.22 CHF 111,532 50,000 111,105 50,000 24,603 CHF 11,573 CHF 100.00% 100.00%
14/11/2024 3.93% 0.25 CHF 0.26 CHF 109,287 50,000 109,276 50,000 27,272 CHF 12,980 CHF 99.44% 99.44%
13/11/2024 3.85% 0.25 CHF 0.26 CHF 108,333 50,000 108,176 49,819 27,569 CHF 13,195 CHF 98.88% 98.88%
12/11/2024 3.51% 0.27 CHF 0.28 CHF 106,844 50,000 106,299 50,000 29,750 CHF 14,494 CHF 100.00% 100.00%
11/11/2024 3.17% 0.30 CHF 0.31 CHF 104,675 50,000 104,127 50,000 32,311 CHF 16,016 CHF 100.00% 100.00%
08/11/2024 3.09% 0.31 CHF 0.32 CHF 103,396 50,000 102,831 50,000 32,821 CHF 16,460 CHF 88.69% 88.69%
07/11/2024 3.00% 0.32 CHF 0.33 CHF 102,623 50,000 102,646 48,703 33,789 CHF 16,520 CHF 99.06% 99.06%

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