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 4.27% 0.24 CHF 0.25 CHF 105,673 50,000 106,925 50,000 24,543 CHF 11,981 CHF 100.00% 100.00%
22/11/2024 4.68% 0.22 CHF 0.23 CHF 108,339 50,000 108,388 50,000 22,651 CHF 10,950 CHF 100.00% 100.00%
20/11/2024 5.30% 0.18 CHF 0.19 CHF 109,456 50,000 109,466 50,000 20,124 CHF 9,692 CHF 100.00% 100.00%
19/11/2024 6.59% 0.15 CHF 0.16 CHF 111,120 50,000 111,694 50,000 16,436 CHF 7,859 CHF 70.65% 70.65%
18/11/2024 5.97% 0.16 CHF 0.17 CHF 111,523 50,000 111,147 50,000 18,075 CHF 8,632 CHF 99.64% 99.64%
15/11/2024 5.83% 0.16 CHF 0.17 CHF 111,265 50,000 111,105 50,000 18,521 CHF 8,836 CHF 100.00% 100.00%
14/11/2024 4.97% 0.20 CHF 0.21 CHF 109,011 50,000 109,087 50,000 21,409 CHF 10,314 CHF 99.44% 99.44%
13/11/2024 4.92% 0.20 CHF 0.21 CHF 108,146 50,000 108,128 49,819 21,726 CHF 10,514 CHF 98.88% 98.88%
12/11/2024 4.29% 0.22 CHF 0.23 CHF 107,168 50,000 106,351 50,000 24,256 CHF 11,904 CHF 97.96% 97.96%
11/11/2024 3.81% 0.25 CHF 0.26 CHF 105,011 50,000 104,135 50,000 26,827 CHF 13,382 CHF 100.00% 100.00%

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