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 5.20% 0.19 CHF 0.20 CHF 109,154 50,000 109,471 50,000 20,540 CHF 9,882 CHF 100.00% 100.00%
19/11/2024 6.43% 0.16 CHF 0.17 CHF 111,300 50,000 111,812 50,000 16,865 CHF 8,043 CHF 99.94% 99.94%
18/11/2024 5.80% 0.17 CHF 0.18 CHF 111,136 50,000 111,154 50,000 18,626 CHF 8,880 CHF 99.64% 99.64%
15/11/2024 5.60% 0.16 CHF 0.17 CHF 111,627 50,000 111,030 50,000 19,305 CHF 9,195 CHF 100.00% 100.00%
14/11/2024 4.87% 0.20 CHF 0.21 CHF 109,074 50,000 109,163 50,000 21,882 CHF 10,524 CHF 99.44% 99.44%
13/11/2024 4.74% 0.21 CHF 0.22 CHF 108,296 50,000 108,143 49,819 22,297 CHF 10,770 CHF 98.88% 98.88%
12/11/2024 4.23% 0.22 CHF 0.23 CHF 107,234 50,000 106,251 50,000 24,604 CHF 12,078 CHF 100.00% 100.00%
11/11/2024 3.77% 0.25 CHF 0.26 CHF 104,949 50,000 104,165 50,000 27,145 CHF 13,531 CHF 100.00% 100.00%
08/11/2024 3.64% 0.26 CHF 0.27 CHF 103,601 50,000 102,881 50,000 27,789 CHF 14,007 CHF 88.69% 88.69%
07/11/2024 3.59% 0.28 CHF 0.29 CHF 102,563 50,000 102,689 48,703 28,767 CHF 14,138 CHF 99.06% 99.06%

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