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 3.54% 0.30 CHF 0.31 CHF 108,410 20,000 108,808 20,000 30,265 CHF 5,763 CHF 100.00% 100.00%
19/11/2024 4.67% 0.25 CHF 0.26 CHF 109,258 20,000 110,338 20,000 23,273 CHF 4,420 CHF 100.00% 100.00%
18/11/2024 3.69% 0.26 CHF 0.27 CHF 109,446 20,000 109,341 20,000 29,176 CHF 5,538 CHF 94.79% 94.79%
15/11/2024 3.28% 0.30 CHF 0.31 CHF 108,770 20,000 108,610 20,000 32,617 CHF 6,206 CHF 100.00% 100.00%
14/11/2024 3.52% 0.28 CHF 0.29 CHF 108,992 20,000 109,281 20,000 30,608 CHF 5,803 CHF 99.44% 99.44%
13/11/2024 5.54% 0.19 CHF 0.20 CHF 111,216 20,000 111,275 19,927 19,826 CHF 3,753 CHF 98.88% 98.88%
12/11/2024 4.43% 0.20 CHF 0.21 CHF 110,606 20,000 110,036 20,000 24,372 CHF 4,630 CHF 100.00% 100.00%
11/11/2024 4.19% 0.24 CHF 0.25 CHF 109,385 25,000 109,423 25,000 25,566 CHF 6,091 CHF 100.00% 100.00%
08/11/2024 5.32% 0.20 CHF 0.21 CHF 109,798 25,000 109,952 25,000 20,152 CHF 4,832 CHF 100.00% 100.00%
07/11/2024 4.84% 0.18 CHF 0.19 CHF 109,931 20,000 109,536 19,481 23,235 CHF 4,324 CHF 99.06% 99.06%

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