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 10.40% 0.09 CHF 0.10 CHF 25,000 25,000 25,000 25,000 2,319 CHF 2,569 CHF 99.96% 99.96%
19/11/2024 10.06% 0.10 CHF 0.11 CHF 25,000 25,000 25,000 25,000 2,375 CHF 2,625 CHF 99.82% 99.82%
18/11/2024 9.32% 0.10 CHF 0.11 CHF 25,000 25,000 25,000 25,000 2,579 CHF 2,829 CHF 99.89% 99.89%
15/11/2024 8.21% 0.13 CHF 0.14 CHF 25,000 25,000 25,000 25,000 2,926 CHF 3,176 CHF 100.00% 100.00%
14/11/2024 9.23% 0.11 CHF 0.12 CHF 25,000 25,000 25,020 25,020 2,604 CHF 2,854 CHF 99.66% 99.66%
13/11/2024 11.79% 0.09 CHF 0.10 CHF 50,000 50,000 42,125 42,125 3,334 CHF 3,755 CHF 99.93% 99.93%
12/11/2024 10.82% 0.08 CHF 0.09 CHF 25,000 25,000 25,261 25,261 2,212 CHF 2,465 CHF 99.77% 99.77%
11/11/2024 7.58% 0.12 CHF 0.13 CHF 25,000 25,000 25,000 25,000 3,180 CHF 3,430 CHF 99.82% 99.82%
08/11/2024 7.88% 0.13 CHF 0.14 CHF 25,000 25,000 25,000 25,000 3,055 CHF 3,305 CHF 99.81% 99.81%
07/11/2024 8.71% 0.11 CHF 0.12 CHF 25,000 25,000 25,035 25,035 2,749 CHF 3,000 CHF 99.89% 99.89%

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