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 8.46% 0.11 CHF 0.12 CHF 644,800 644,800 636,789 636,789 72,106 CHF 78,473 CHF 100.00% 100.00%
19/11/2024 8.22% 0.12 CHF 0.13 CHF 616,800 616,800 611,858 611,858 71,398 CHF 77,516 CHF 100.00% 100.00%
18/11/2024 7.94% 0.13 CHF 0.14 CHF 585,000 585,000 586,574 586,574 70,982 CHF 76,848 CHF 100.00% 100.00%
15/11/2024 7.45% 0.13 CHF 0.14 CHF 605,700 605,700 603,469 603,469 78,040 CHF 84,075 CHF 100.00% 100.00%
14/11/2024 8.20% 0.12 CHF 0.13 CHF 645,200 645,200 651,970 651,970 76,302 CHF 82,821 CHF 99.35% 99.35%
13/11/2024 7.51% 0.11 CHF 0.12 CHF 540,600 540,600 512,695 512,695 66,233 CHF 71,360 CHF 99.46% 99.46%
12/11/2024 6.30% 0.14 CHF 0.16 CHF 489,500 489,500 482,192 482,192 74,094 CHF 78,916 CHF 100.00% 100.00%
11/11/2024 6.19% 0.16 CHF 0.17 CHF 475,600 475,600 476,217 476,217 74,527 CHF 79,289 CHF 99.93% 99.93%
08/11/2024 6.20% 0.16 CHF 0.17 CHF 453,200 453,200 449,323 449,323 70,251 CHF 74,745 CHF 100.00% 100.00%
07/11/2024 5.55% 0.18 CHF 0.19 CHF 465,000 465,000 462,157 462,157 80,968 CHF 85,590 CHF 99.43% 99.43%

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