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 17.62% 0.07 CHF 0.09 CHF 385,284 100,000 374,651 100,000 28,063 CHF 8,927 CHF 100.00% 100.00%
19/11/2024 17.99% 0.06 CHF 0.08 CHF 406,927 100,000 367,156 100,000 28,176 CHF 9,245 CHF 100.00% 100.00%
18/11/2024 18.99% 0.08 CHF 0.10 CHF 335,068 100,000 335,213 88,974 27,924 CHF 8,888 CHF 99.99% 99.99%
15/11/2024 16.18% 0.08 CHF 0.09 CHF 347,760 100,000 344,557 100,000 28,691 CHF 9,811 CHF 99.99% 99.99%
14/11/2024 17.69% 0.09 CHF 0.11 CHF 324,611 100,000 340,129 100,000 30,157 CHF 10,602 CHF 99.50% 99.50%
13/11/2024 14.89% 0.09 CHF 0.11 CHF 338,427 100,000 326,534 99,147 30,723 CHF 10,836 CHF 99.31% 99.31%
12/11/2024 14.79% 0.10 CHF 0.11 CHF 316,840 100,000 307,745 100,000 31,471 CHF 11,858 CHF 100.00% 100.00%
11/11/2024 15.16% 0.11 CHF 0.12 CHF 297,269 100,000 293,034 100,000 32,585 CHF 12,943 CHF 100.00% 100.00%
08/11/2024 11.64% 0.11 CHF 0.12 CHF 294,204 100,000 297,452 100,000 32,411 CHF 12,248 CHF 100.00% 100.00%
07/11/2024 12.54% 0.12 CHF 0.13 CHF 286,297 100,000 293,852 97,408 33,236 CHF 12,484 CHF 99.13% 99.13%

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