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 11.86% 0.08 CHF 0.09 CHF 625,000 325,000 631,400 327,715 50,065 CHF 29,262 CHF 99.80% 99.80%
19/11/2024 11.01% 0.09 CHF 0.10 CHF 600,000 300,000 596,828 303,041 51,225 CHF 29,045 CHF 99.72% 99.72%
18/11/2024 12.16% 0.08 CHF 0.09 CHF 625,000 325,000 652,116 338,558 50,351 CHF 29,527 CHF 99.70% 99.70%
15/11/2024 12.54% 0.08 CHF 0.09 CHF 675,000 350,000 676,273 350,636 50,541 CHF 29,712 CHF 99.79% 99.79%
14/11/2024 12.07% 0.08 CHF 0.09 CHF 625,000 325,000 645,188 334,759 50,215 CHF 29,403 CHF 99.80% 99.80%
13/11/2024 10.63% 0.09 CHF 0.10 CHF 600,000 300,000 575,771 309,458 51,309 CHF 30,710 CHF 99.81% 99.81%
12/11/2024 9.68% 0.10 CHF 0.11 CHF 500,000 500,000 510,224 472,737 50,130 CHF 51,467 CHF 99.50% 99.50%
11/11/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 498,186 498,186 49,819 CHF 54,801 CHF 99.71% 99.71%
08/11/2024 7.92% 0.11 CHF 0.12 CHF 425,000 425,000 421,376 421,376 51,110 CHF 55,323 CHF 99.80% 99.80%
07/11/2024 8.13% 0.12 CHF 0.13 CHF 400,000 400,000 433,972 433,973 51,190 CHF 55,529 CHF 95.70% 95.70%

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