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
25/11/2024 6.72% 0.15 CHF 0.16 CHF 350,000 350,000 365,130 365,130 52,545 CHF 56,196 CHF 97.92% 97.92%
22/11/2024 6.43% 0.14 CHF 0.15 CHF 375,000 375,000 346,557 346,559 52,157 CHF 55,623 CHF 99.39% 99.39%
20/11/2024 8.43% 0.12 CHF 0.13 CHF 425,000 425,000 450,558 450,559 51,216 CHF 55,722 CHF 99.39% 99.39%
19/11/2024 7.02% 0.14 CHF 0.15 CHF 375,000 375,000 381,078 381,080 52,415 CHF 56,226 CHF 99.28% 99.28%
18/11/2024 8.45% 0.11 CHF 0.12 CHF 475,000 475,000 455,412 455,412 51,616 CHF 56,170 CHF 99.28% 99.28%
15/11/2024 7.94% 0.12 CHF 0.13 CHF 425,000 425,000 423,320 423,320 51,250 CHF 55,483 CHF 99.37% 99.37%
14/11/2024 7.55% 0.12 CHF 0.13 CHF 425,000 425,000 405,889 405,885 51,789 CHF 55,847 CHF 99.38% 99.38%
13/11/2024 5.92% 0.15 CHF 0.16 CHF 325,000 325,000 314,948 314,948 51,615 CHF 54,765 CHF 99.38% 99.38%
12/11/2024 6.27% 0.19 CHF 0.20 CHF 300,000 300,000 340,943 339,832 52,704 CHF 55,969 CHF 99.02% 99.02%
11/11/2024 11.62% 0.09 CHF 0.10 CHF 625,000 325,000 628,101 324,428 50,933 CHF 29,547 CHF 99.26% 99.26%

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