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 7.82% 0.11 CHF 0.12 CHF 212,027 50,000 198,586 50,000 24,427 CHF 6,666 CHF 100.00% 100.00%
19/11/2024 8.50% 0.12 CHF 0.13 CHF 216,465 50,000 224,510 50,000 25,278 CHF 6,149 CHF 100.00% 100.00%
18/11/2024 9.19% 0.13 CHF 0.14 CHF 206,669 50,000 199,303 44,486 25,795 CHF 6,243 CHF 100.00% 100.00%
15/11/2024 6.06% 0.15 CHF 0.16 CHF 174,723 50,000 169,411 50,000 27,117 CHF 8,506 CHF 100.00% 100.00%
14/11/2024 5.97% 0.18 CHF 0.20 CHF 152,636 50,000 146,084 50,000 28,546 CHF 10,375 CHF 99.27% 99.27%
13/11/2024 6.42% 0.20 CHF 0.21 CHF 142,776 50,000 145,202 49,694 28,896 CHF 10,546 CHF 98.49% 98.49%
12/11/2024 4.89% 0.20 CHF 0.21 CHF 144,059 50,000 144,236 50,000 28,836 CHF 10,498 CHF 100.00% 100.00%
11/11/2024 4.86% 0.23 CHF 0.24 CHF 135,058 50,000 136,282 50,000 30,579 CHF 11,782 CHF 100.00% 100.00%
08/11/2024 4.86% 0.20 CHF 0.21 CHF 144,135 50,000 145,478 50,000 29,219 CHF 10,543 CHF 100.00% 100.00%
07/11/2024 5.06% 0.21 CHF 0.22 CHF 145,416 50,000 146,879 48,704 30,075 CHF 10,504 CHF 99.23% 99.23%

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