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 9.30% 0.11 CHF 0.12 CHF 188,300 188,300 188,535 188,535 19,342 CHF 21,228 CHF 100.00% 100.00%
19/11/2024 8.64% 0.11 CHF 0.12 CHF 181,500 181,500 186,237 186,237 20,670 CHF 22,532 CHF 99.87% 99.87%
18/11/2024 8.80% 0.11 CHF 0.12 CHF 179,100 179,100 182,072 182,072 19,790 CHF 21,611 CHF 100.00% 100.00%
15/11/2024 8.76% 0.11 CHF 0.12 CHF 170,300 170,300 173,311 173,311 18,951 CHF 20,685 CHF 100.00% 100.00%
14/11/2024 7.84% 0.12 CHF 0.13 CHF 154,200 154,200 154,466 154,466 18,961 CHF 20,505 CHF 100.00% 100.00%
13/11/2024 7.28% 0.13 CHF 0.14 CHF 157,900 157,900 160,424 160,424 21,247 CHF 22,851 CHF 100.00% 100.00%
12/11/2024 7.55% 0.13 CHF 0.14 CHF 177,700 177,700 177,725 177,725 22,669 CHF 24,446 CHF 99.89% 99.89%
11/11/2024 8.99% 0.12 CHF 0.13 CHF 174,200 174,200 169,618 169,618 18,059 CHF 19,755 CHF 100.00% 100.00%
08/11/2024 7.30% 0.12 CHF 0.13 CHF 195,700 195,700 200,356 200,356 26,492 CHF 28,495 CHF 98.92% 98.92%
07/11/2024 8.48% 0.11 CHF 0.12 CHF 170,300 170,300 175,518 175,518 19,850 CHF 21,605 CHF 100.00% 100.00%

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