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 8.16% 0.28 CHF 0.29 CHF 195,000 195,000 86,993 86,993 24,192 CHF 25,767 CHF 99.89% 99.89%
19/11/2024 10.65% 0.26 CHF 0.27 CHF 195,000 195,000 80,354 80,354 18,888 CHF 20,332 CHF 100.00% 100.00%
18/11/2024 11.12% 0.21 CHF 0.22 CHF 200,000 200,000 89,570 89,570 15,883 CHF 17,392 CHF 99.89% 99.89%
15/11/2024 12.87% 0.16 CHF 0.17 CHF 205,000 205,000 91,450 91,450 14,107 CHF 15,631 CHF 99.89% 99.89%
14/11/2024 11.43% 0.18 CHF 0.19 CHF 200,000 200,000 68,836 68,836 12,925 CHF 13,984 CHF 100.00% 100.00%
13/11/2024 8.42% 0.23 CHF 0.24 CHF 200,000 200,000 87,919 87,919 22,149 CHF 23,733 CHF 99.76% 99.76%
12/11/2024 6.98% 0.26 CHF 0.27 CHF 195,000 195,000 86,076 86,076 26,571 CHF 28,122 CHF 99.87% 99.87%
11/11/2024 5.83% 0.35 CHF 0.36 CHF 190,000 190,000 83,941 83,941 31,558 CHF 33,071 CHF 99.59% 99.59%
08/11/2024 6.09% 0.37 CHF 0.38 CHF 190,000 190,000 85,311 85,311 31,276 CHF 32,817 CHF 99.23% 99.23%
07/11/2024 6.90% 0.36 CHF 0.37 CHF 190,000 190,000 85,393 85,393 29,126 CHF 30,674 CHF 100.00% 100.00%

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