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 31.64% 0.08 CHF 0.10 CHF 254,707 100,000 255,072 100,000 19,863 CHF 10,710 CHF 100.00% 100.00%
19/11/2024 18.42% 0.07 CHF 0.09 CHF 280,254 100,000 247,225 100,000 21,458 CHF 10,482 CHF 100.00% 100.00%
18/11/2024 16.84% 0.10 CHF 0.12 CHF 231,945 100,000 228,933 88,335 23,155 CHF 10,501 CHF 94.52% 94.52%
15/11/2024 14.47% 0.09 CHF 0.11 CHF 237,989 100,000 235,137 100,000 23,472 CHF 11,543 CHF 93.25% 93.25%
14/11/2024 13.21% 0.11 CHF 0.13 CHF 224,129 100,000 232,327 100,000 25,072 CHF 12,336 CHF 99.52% 99.52%
13/11/2024 12.25% 0.11 CHF 0.12 CHF 234,447 100,000 226,961 99,147 25,790 CHF 12,743 CHF 99.32% 99.32%
12/11/2024 10.72% 0.12 CHF 0.13 CHF 221,650 100,000 216,241 100,000 27,473 CHF 14,147 CHF 100.00% 100.00%
11/11/2024 8.86% 0.14 CHF 0.15 CHF 207,993 100,000 207,691 100,000 29,125 CHF 15,330 CHF 100.00% 100.00%
08/11/2024 11.28% 0.13 CHF 0.15 CHF 211,856 100,000 211,803 100,000 28,153 CHF 14,878 CHF 100.00% 100.00%
07/11/2024 12.15% 0.14 CHF 0.16 CHF 205,052 100,000 209,423 97,408 29,223 CHF 15,354 CHF 99.13% 99.13%

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