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 7.23% 0.14 CHF 0.15 CHF 50,000 50,000 50,000 50,000 6,674 CHF 7,174 CHF 99.97% 99.97%
19/11/2024 7.23% 0.13 CHF 0.14 CHF 50,000 50,000 50,000 50,000 6,678 CHF 7,178 CHF 99.83% 99.83%
18/11/2024 7.59% 0.13 CHF 0.14 CHF 50,000 50,000 50,000 50,000 6,344 CHF 6,844 CHF 99.93% 99.93%
15/11/2024 6.88% 0.13 CHF 0.14 CHF 50,000 50,000 50,000 50,000 7,022 CHF 7,522 CHF 100.00% 100.00%
14/11/2024 6.80% 0.14 CHF 0.15 CHF 50,000 50,000 50,000 50,000 7,111 CHF 7,611 CHF 99.66% 99.66%
13/11/2024 6.47% 0.14 CHF 0.15 CHF 50,000 50,000 50,000 50,000 7,484 CHF 7,984 CHF 99.96% 99.96%
12/11/2024 6.26% 0.15 CHF 0.16 CHF 50,000 50,000 50,000 50,000 7,745 CHF 8,245 CHF 99.82% 99.82%
11/11/2024 6.20% 0.15 CHF 0.16 CHF 50,000 50,000 50,000 50,000 7,822 CHF 8,322 CHF 99.82% 99.82%
08/11/2024 5.91% 0.16 CHF 0.17 CHF 50,000 50,000 50,000 50,000 8,218 CHF 8,718 CHF 99.83% 99.83%
07/11/2024 5.89% 0.17 CHF 0.18 CHF 50,000 50,000 50,000 50,000 8,254 CHF 8,754 CHF 99.87% 99.87%

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