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 5.82% 0.16 CHF 0.17 CHF 200,000 200,000 200,000 200,000 33,402 CHF 35,402 CHF 100.00% 100.00%
19/11/2024 6.04% 0.17 CHF 0.18 CHF 100,000 100,000 100,000 100,000 16,112 CHF 17,112 CHF 99.88% 99.88%
18/11/2024 4.82% 0.20 CHF 0.21 CHF 100,000 100,000 100,000 100,000 20,253 CHF 21,253 CHF 99.91% 99.91%
15/11/2024 4.59% 0.21 CHF 0.22 CHF 100,000 100,000 100,000 100,000 21,273 CHF 22,273 CHF 100.00% 100.00%
14/11/2024 4.68% 0.22 CHF 0.23 CHF 100,000 100,000 100,000 100,000 20,928 CHF 21,928 CHF 100.00% 100.00%
13/11/2024 5.36% 0.18 CHF 0.19 CHF 100,000 100,000 100,000 100,000 18,173 CHF 19,173 CHF 100.00% 100.00%
12/11/2024 4.91% 0.19 CHF 0.20 CHF 100,000 100,000 100,000 100,000 19,898 CHF 20,898 CHF 99.71% 99.71%
11/11/2024 4.72% 0.22 CHF 0.23 CHF 100,000 100,000 100,000 100,000 20,749 CHF 21,749 CHF 99.89% 99.89%
08/11/2024 4.95% 0.19 CHF 0.20 CHF 100,000 100,000 100,000 100,000 19,762 CHF 20,762 CHF 100.00% 100.00%
07/11/2024 3.91% 0.25 CHF 0.26 CHF 100,000 100,000 100,000 100,000 25,103 CHF 26,103 CHF 99.91% 99.91%

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