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 12.95% 0.18 CHF 0.20 CHF 176,460 25,000 182,203 25,000 31,135 CHF 4,869 CHF 100.00% 100.00%
19/11/2024 20.06% 0.12 CHF 0.14 CHF 236,901 25,000 257,670 25,000 27,038 CHF 3,216 CHF 100.00% 100.00%
18/11/2024 22.57% 0.12 CHF 0.15 CHF 233,200 25,000 237,631 21,692 27,578 CHF 3,122 CHF 100.00% 100.00%
15/11/2024 18.31% 0.12 CHF 0.15 CHF 235,185 25,000 221,764 25,000 28,592 CHF 3,876 CHF 94.51% 94.51%
14/11/2024 16.51% 0.14 CHF 0.17 CHF 206,440 25,000 211,120 25,000 30,109 CHF 4,209 CHF 99.22% 99.22%
13/11/2024 19.56% 0.12 CHF 0.14 CHF 240,740 25,000 245,475 24,774 27,862 CHF 3,419 CHF 99.36% 99.36%
12/11/2024 19.22% 0.11 CHF 0.14 CHF 242,217 25,000 216,160 25,000 28,490 CHF 4,003 CHF 100.00% 100.00%
11/11/2024 16.24% 0.15 CHF 0.17 CHF 202,620 25,000 202,503 25,000 30,556 CHF 4,442 CHF 100.00% 100.00%
08/11/2024 15.01% 0.15 CHF 0.18 CHF 196,938 25,000 197,775 25,000 30,943 CHF 4,547 CHF 100.00% 100.00%
07/11/2024 15.19% 0.17 CHF 0.19 CHF 185,396 25,000 190,296 24,219 31,315 CHF 4,638 CHF 98.73% 98.73%

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