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 6.83% 0.14 CHF 0.15 CHF 360,000 100,000 357,427 100,000 50,564 CHF 15,165 CHF 100.00% 100.00%
19/11/2024 7.31% 0.15 CHF 0.16 CHF 340,000 100,000 345,596 98,650 49,846 CHF 15,245 CHF 100.00% 100.00%
18/11/2024 7.22% 0.15 CHF 0.16 CHF 340,000 100,000 379,337 100,000 50,617 CHF 14,366 CHF 100.00% 100.00%
15/11/2024 9.20% 0.11 CHF 0.12 CHF 460,000 100,000 425,838 98,303 49,470 CHF 12,436 CHF 100.00% 100.00%
14/11/2024 10.59% 0.10 CHF 0.11 CHF 500,000 100,000 495,322 99,349 46,271 CHF 10,282 CHF 99.28% 99.28%
13/11/2024 8.82% 0.10 CHF 0.11 CHF 500,000 100,000 443,304 99,355 50,043 CHF 12,256 CHF 87.09% 87.09%
12/11/2024 7.74% 0.11 CHF 0.12 CHF 460,000 100,000 406,894 100,000 50,565 CHF 13,465 CHF 100.00% 100.00%
11/11/2024 6.09% 0.14 CHF 0.15 CHF 360,000 100,000 320,797 100,000 51,113 CHF 16,960 CHF 100.00% 100.00%
08/11/2024 5.78% 0.15 CHF 0.16 CHF 340,000 100,000 303,155 100,000 50,935 CHF 17,842 CHF 100.00% 100.00%
07/11/2024 5.82% 0.19 CHF 0.20 CHF 270,000 100,000 298,870 99,694 50,766 CHF 17,999 CHF 100.00% 100.00%

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