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 14.67% 0.07 CHF 0.08 CHF 775,000 400,000 801,093 408,636 50,596 CHF 29,909 CHF 99.80% 99.80%
19/11/2024 13.07% 0.07 CHF 0.08 CHF 725,000 375,000 702,899 365,040 50,253 CHF 29,754 CHF 99.71% 99.71%
18/11/2024 13.92% 0.07 CHF 0.08 CHF 725,000 375,000 753,756 389,378 50,406 CHF 29,933 CHF 99.70% 99.70%
15/11/2024 14.58% 0.07 CHF 0.08 CHF 725,000 375,000 792,363 405,023 50,390 CHF 29,820 CHF 99.80% 99.80%
14/11/2024 14.30% 0.07 CHF 0.08 CHF 775,000 400,000 774,636 399,818 50,305 CHF 29,963 CHF 99.81% 99.81%
13/11/2024 13.82% 0.07 CHF 0.08 CHF 725,000 375,000 750,105 387,552 50,547 CHF 29,992 CHF 99.80% 99.80%
12/11/2024 14.68% 0.07 CHF 0.08 CHF 775,000 400,000 796,483 407,394 50,262 CHF 29,795 CHF 99.50% 99.50%
11/11/2024 15.70% 0.06 CHF 0.07 CHF 850,000 425,000 867,238 436,492 50,908 CHF 29,979 CHF 99.71% 99.71%
08/11/2024 14.61% 0.07 CHF 0.08 CHF 850,000 425,000 797,085 407,361 50,561 CHF 29,927 CHF 99.80% 99.80%
07/11/2024 14.64% 0.06 CHF 0.07 CHF 850,000 425,000 798,308 407,836 50,546 CHF 29,912 CHF 95.68% 95.68%

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