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 8.41% 0.11 CHF 0.12 CHF 673,400 673,400 661,720 661,720 75,427 CHF 82,045 CHF 100.00% 100.00%
19/11/2024 8.44% 0.11 CHF 0.12 CHF 648,700 648,700 639,195 639,195 72,547 CHF 78,939 CHF 100.00% 100.00%
18/11/2024 8.42% 0.12 CHF 0.13 CHF 648,400 648,400 655,511 655,511 74,621 CHF 81,176 CHF 100.00% 100.00%
15/11/2024 8.14% 0.12 CHF 0.13 CHF 624,100 624,100 624,100 624,100 73,557 CHF 79,798 CHF 100.00% 100.00%
14/11/2024 7.96% 0.12 CHF 0.13 CHF 678,000 678,000 676,095 676,095 81,594 CHF 88,355 CHF 99.35% 99.35%
13/11/2024 8.86% 0.11 CHF 0.12 CHF 687,000 687,000 687,000 687,000 74,112 CHF 80,982 CHF 100.00% 100.00%
12/11/2024 8.56% 0.11 CHF 0.12 CHF 647,600 647,600 646,396 646,396 72,313 CHF 78,777 CHF 100.00% 100.00%
11/11/2024 7.99% 0.12 CHF 0.13 CHF 633,200 633,200 633,200 633,200 76,058 CHF 82,390 CHF 99.93% 99.93%
08/11/2024 7.79% 0.12 CHF 0.13 CHF 596,500 596,500 594,024 594,024 73,323 CHF 79,263 CHF 100.00% 100.00%
07/11/2024 7.34% 0.13 CHF 0.14 CHF 642,700 642,700 644,384 644,384 84,578 CHF 91,022 CHF 100.00% 100.00%

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