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 17.77% 0.05 CHF 0.06 CHF 487,400 487,400 488,009 488,009 25,067 CHF 29,947 CHF 100.00% 100.00%
19/11/2024 18.82% 0.05 CHF 0.06 CHF 496,200 496,200 509,139 509,139 24,559 CHF 29,650 CHF 99.84% 99.84%
18/11/2024 18.18% 0.05 CHF 0.06 CHF 499,200 499,200 507,405 507,405 25,370 CHF 30,444 CHF 100.00% 100.00%
15/11/2024 18.35% 0.05 CHF 0.06 CHF 511,500 511,500 520,580 520,580 25,786 CHF 30,992 CHF 100.00% 100.00%
14/11/2024 19.87% 0.05 CHF 0.06 CHF 564,000 564,000 564,971 564,971 25,626 CHF 31,275 CHF 100.00% 100.00%
13/11/2024 20.72% 0.05 CHF 0.06 CHF 557,200 557,200 566,011 566,011 24,531 CHF 30,191 CHF 100.00% 100.00%
12/11/2024 20.00% 0.05 CHF 0.06 CHF 522,100 522,100 522,173 522,173 23,496 CHF 28,718 CHF 99.86% 99.86%
11/11/2024 17.94% 0.05 CHF 0.06 CHF 527,100 527,100 513,207 513,207 26,074 CHF 31,206 CHF 100.00% 100.00%
08/11/2024 21.39% 0.05 CHF 0.06 CHF 494,500 494,500 506,271 506,271 21,188 CHF 26,251 CHF 98.89% 98.89%
07/11/2024 18.18% 0.05 CHF 0.06 CHF 500,100 500,100 515,505 515,505 25,780 CHF 30,935 CHF 100.00% 100.00%

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