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 2.74% 0.35 CHF 0.36 CHF 105,673 50,000 106,925 50,000 38,543 CHF 18,519 CHF 100.00% 100.00%
22/11/2024 2.59% 0.37 CHF 0.38 CHF 108,339 50,000 108,388 50,000 41,298 CHF 19,550 CHF 100.00% 100.00%
20/11/2024 2.43% 0.41 CHF 0.42 CHF 109,456 50,000 109,466 50,000 44,461 CHF 20,808 CHF 100.00% 100.00%
19/11/2024 2.23% 0.44 CHF 0.45 CHF 111,120 50,000 111,542 50,000 49,393 CHF 22,641 CHF 70.65% 70.65%
18/11/2024 2.31% 0.43 CHF 0.44 CHF 111,516 50,000 111,052 50,000 47,506 CHF 21,888 CHF 99.64% 99.64%
15/11/2024 2.33% 0.43 CHF 0.44 CHF 111,031 50,000 110,995 50,000 47,183 CHF 21,754 CHF 100.00% 100.00%
14/11/2024 2.49% 0.40 CHF 0.41 CHF 109,041 50,000 109,113 50,000 43,259 CHF 20,323 CHF 99.44% 99.44%
13/11/2024 2.52% 0.39 CHF 0.40 CHF 107,712 50,000 108,014 49,819 42,380 CHF 20,045 CHF 98.88% 98.88%
12/11/2024 2.68% 0.38 CHF 0.39 CHF 107,234 50,000 106,251 50,000 39,147 CHF 18,922 CHF 100.00% 100.00%
11/11/2024 2.91% 0.35 CHF 0.36 CHF 104,949 50,000 104,165 50,000 35,354 CHF 17,469 CHF 100.00% 100.00%

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