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 3.68% 0.47 CHF 0.48 CHF 71,845 25,000 71,082 25,000 28,997 CHF 10,576 CHF 100.00% 100.00%
19/11/2024 3.52% 0.44 CHF 0.46 CHF 71,174 25,000 71,515 25,000 33,041 CHF 11,960 CHF 100.00% 100.00%
18/11/2024 4.45% 0.39 CHF 0.40 CHF 70,866 25,000 70,549 25,000 24,671 CHF 9,130 CHF 93.88% 93.88%
15/11/2024 4.86% 0.28 CHF 0.29 CHF 69,899 25,000 70,117 25,000 21,144 CHF 7,910 CHF 100.00% 100.00%
14/11/2024 3.33% 0.47 CHF 0.48 CHF 71,918 25,000 71,826 25,000 32,059 CHF 11,532 CHF 99.22% 99.22%
13/11/2024 2.90% 0.50 CHF 0.52 CHF 72,044 25,000 71,969 24,942 36,116 CHF 12,880 CHF 99.36% 99.36%
12/11/2024 4.63% 0.49 CHF 0.51 CHF 71,794 25,000 70,021 25,000 23,900 CHF 8,916 CHF 100.00% 100.00%
11/11/2024 5.25% 0.23 CHF 0.26 CHF 68,667 25,000 68,881 25,000 17,783 CHF 6,803 CHF 51.87% 100.00%
08/11/2024 6.66% 0.34 CHF 0.37 CHF 12,500 12,500 12,500 12,500 4,643 CHF 4,961 CHF 86.95% 86.95%
07/11/2024 3.11% 0.46 CHF 0.47 CHF 70,582 25,000 71,239 24,739 35,298 CHF 12,588 CHF 98.73% 98.73%

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