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 4.10% 0.28 CHF 0.29 CHF 65,000 65,000 35,756 35,756 9,062 CHF 9,420 CHF 99.90% 99.90%
19/11/2024 4.60% 0.23 CHF 0.24 CHF 65,000 65,000 35,864 35,864 7,950 CHF 8,310 CHF 98.91% 98.91%
18/11/2024 7.15% 0.16 CHF 0.17 CHF 65,000 65,000 35,736 35,736 5,056 CHF 5,415 CHF 99.59% 99.59%
15/11/2024 8.23% 0.11 CHF 0.12 CHF 65,000 65,000 35,701 35,701 4,178 CHF 4,537 CHF 99.89% 99.89%
14/11/2024 15.09% 0.13 CHF 0.14 CHF 65,000 65,000 36,261 36,261 3,105 CHF 3,468 CHF 98.84% 98.84%
13/11/2024 6.54% 0.12 CHF 0.13 CHF 65,000 65,000 35,805 35,805 5,258 CHF 5,617 CHF 100.00% 100.00%
12/11/2024 6.54% 0.16 CHF 0.17 CHF 65,000 65,000 33,378 33,378 5,118 CHF 5,454 CHF 100.00% 100.00%
11/11/2024 3.55% 0.21 CHF 0.22 CHF 65,000 65,000 35,513 35,513 9,893 CHF 10,252 CHF 99.93% 99.93%
08/11/2024 5.38% 0.36 CHF 0.37 CHF 65,000 65,000 24,621 24,621 8,781 CHF 9,051 CHF 100.00% 100.00%
07/11/2024 2.77% 0.39 CHF 0.40 CHF 60,000 60,000 28,763 28,763 10,536 CHF 10,824 CHF 98.68% 98.68%

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