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 7.98% 0.13 CHF 0.14 CHF 585,500 585,500 583,245 583,245 70,209 CHF 76,041 CHF 99.44% 99.44%
19/11/2024 7.64% 0.13 CHF 0.14 CHF 609,500 609,500 609,488 609,488 76,732 CHF 82,827 CHF 100.00% 100.00%
18/11/2024 7.67% 0.13 CHF 0.14 CHF 584,800 584,800 585,995 585,995 73,474 CHF 79,334 CHF 99.88% 99.88%
15/11/2024 7.29% 0.13 CHF 0.14 CHF 598,100 598,100 603,244 603,244 79,729 CHF 85,761 CHF 100.00% 100.00%
14/11/2024 7.35% 0.13 CHF 0.14 CHF 608,700 608,700 617,680 617,680 80,960 CHF 87,137 CHF 98.55% 98.55%
13/11/2024 7.70% 0.13 CHF 0.14 CHF 563,200 563,200 563,612 563,612 70,404 CHF 76,040 CHF 100.00% 100.00%
12/11/2024 7.51% 0.13 CHF 0.14 CHF 628,400 628,400 623,535 623,535 79,967 CHF 86,202 CHF 99.88% 99.88%
11/11/2024 7.97% 0.12 CHF 0.13 CHF 615,100 615,100 614,388 614,388 74,012 CHF 80,156 CHF 100.00% 100.00%
08/11/2024 7.84% 0.12 CHF 0.13 CHF 627,700 627,700 627,596 627,596 76,949 CHF 83,225 CHF 98.30% 98.30%
07/11/2024 8.11% 0.12 CHF 0.13 CHF 626,600 626,600 625,150 625,150 73,960 CHF 80,211 CHF 100.00% 100.00%

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