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 4.71% 0.40 CHF 0.42 CHF 103,139 50,000 101,538 50,000 46,568 CHF 24,040 CHF 100.00% 100.00%
19/11/2024 4.59% 0.41 CHF 0.43 CHF 102,238 50,000 101,650 50,000 44,926 CHF 23,137 CHF 100.00% 100.00%
18/11/2024 5.89% 0.36 CHF 0.38 CHF 103,902 50,000 104,097 50,000 37,493 CHF 19,102 CHF 100.00% 100.00%
15/11/2024 5.86% 0.37 CHF 0.39 CHF 104,000 50,000 104,219 50,000 37,942 CHF 19,302 CHF 100.00% 100.00%
14/11/2024 5.85% 0.37 CHF 0.39 CHF 104,135 50,000 104,432 50,000 37,644 CHF 19,110 CHF 99.27% 99.27%
13/11/2024 6.80% 0.34 CHF 0.36 CHF 104,389 50,000 104,829 49,435 33,024 CHF 16,662 CHF 99.40% 99.40%
12/11/2024 5.59% 0.36 CHF 0.39 CHF 103,527 50,000 103,414 50,000 38,054 CHF 19,457 CHF 100.00% 100.00%
11/11/2024 6.21% 0.33 CHF 0.35 CHF 104,031 50,000 104,127 50,000 33,914 CHF 17,330 CHF 100.00% 100.00%
08/11/2024 8.24% 0.30 CHF 0.32 CHF 104,222 50,000 105,457 50,000 25,283 CHF 13,011 CHF 100.00% 100.00%
07/11/2024 9.04% 0.20 CHF 0.23 CHF 106,429 50,000 106,028 48,722 24,396 CHF 12,249 CHF 98.89% 98.89%

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