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 8.71% 0.10 CHF 0.11 CHF 351,600 351,600 347,101 347,101 38,228 CHF 41,699 CHF 100.00% 100.00%
19/11/2024 9.00% 0.11 CHF 0.12 CHF 321,400 321,400 321,245 321,245 34,164 CHF 37,376 CHF 100.00% 100.00%
18/11/2024 8.20% 0.12 CHF 0.13 CHF 303,900 303,900 305,206 305,206 35,705 CHF 38,757 CHF 100.00% 100.00%
15/11/2024 7.34% 0.13 CHF 0.14 CHF 282,100 282,100 279,777 279,777 36,758 CHF 39,555 CHF 100.00% 100.00%
14/11/2024 7.17% 0.14 CHF 0.15 CHF 286,600 286,600 288,237 288,237 38,801 CHF 41,683 CHF 100.00% 100.00%
13/11/2024 7.12% 0.14 CHF 0.14 CHF 268,300 268,300 267,201 267,201 36,210 CHF 38,882 CHF 100.00% 100.00%
12/11/2024 5.88% 0.14 CHF 0.16 CHF 219,300 219,300 215,790 215,790 35,689 CHF 37,847 CHF 100.00% 100.00%
11/11/2024 5.28% 0.19 CHF 0.20 CHF 242,500 242,500 243,032 243,032 44,803 CHF 47,234 CHF 100.00% 100.00%
08/11/2024 5.81% 0.16 CHF 0.17 CHF 202,800 202,800 201,194 201,194 33,690 CHF 35,702 CHF 99.20% 99.20%
07/11/2024 5.11% 0.20 CHF 0.21 CHF 229,300 229,300 230,331 230,331 44,010 CHF 46,313 CHF 100.00% 100.00%

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