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 7.79% 0.12 CHF 0.13 CHF 211,357 50,000 210,167 50,000 26,015 CHF 6,691 CHF 100.00% 100.00%
19/11/2024 8.04% 0.12 CHF 0.13 CHF 209,664 50,000 210,072 50,000 25,181 CHF 6,495 CHF 95.85% 95.85%
18/11/2024 7.76% 0.13 CHF 0.14 CHF 210,472 50,000 210,772 50,000 26,174 CHF 6,710 CHF 99.57% 99.57%
15/11/2024 6.57% 0.14 CHF 0.15 CHF 209,443 50,000 208,844 50,000 30,759 CHF 7,865 CHF 100.00% 100.00%
14/11/2024 6.11% 0.16 CHF 0.17 CHF 208,028 50,000 208,018 50,000 33,033 CHF 8,440 CHF 99.44% 99.44%
13/11/2024 5.92% 0.16 CHF 0.17 CHF 207,171 50,000 205,990 49,878 33,871 CHF 8,702 CHF 94.79% 94.79%
12/11/2024 5.04% 0.18 CHF 0.19 CHF 204,122 50,000 203,237 50,000 39,385 CHF 10,191 CHF 100.00% 100.00%
11/11/2024 4.61% 0.20 CHF 0.21 CHF 201,700 50,000 200,612 50,000 42,590 CHF 11,116 CHF 94.79% 94.79%
08/11/2024 4.65% 0.19 CHF 0.20 CHF 201,325 50,000 199,350 50,000 42,010 CHF 11,040 CHF 100.00% 100.00%
07/11/2024 4.07% 0.23 CHF 0.24 CHF 197,259 50,000 197,327 48,444 47,514 CHF 12,156 CHF 99.06% 99.06%

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