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 10.60% 0.09 CHF 0.10 CHF 575,000 300,000 578,571 300,000 51,695 CHF 29,811 CHF 99.81% 99.81%
19/11/2024 11.16% 0.08 CHF 0.09 CHF 600,000 300,000 600,937 302,882 50,849 CHF 28,655 CHF 99.70% 99.70%
18/11/2024 9.89% 0.09 CHF 0.10 CHF 575,000 300,000 527,287 427,236 50,641 CHF 45,873 CHF 99.70% 99.70%
15/11/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 50,000 CHF 55,000 CHF 99.80% 99.80%
14/11/2024 8.95% 0.10 CHF 0.11 CHF 500,000 500,000 484,830 477,478 51,752 CHF 55,792 CHF 99.80% 99.80%
13/11/2024 10.78% 0.09 CHF 0.10 CHF 575,000 300,000 585,893 300,767 51,412 CHF 29,413 CHF 99.81% 99.81%
12/11/2024 10.89% 0.09 CHF 0.10 CHF 575,000 300,000 590,904 300,667 51,324 CHF 29,134 CHF 99.49% 99.49%
11/11/2024 12.17% 0.08 CHF 0.09 CHF 625,000 325,000 654,596 339,536 50,492 CHF 29,586 CHF 99.70% 99.70%
08/11/2024 14.95% 0.07 CHF 0.08 CHF 775,000 400,000 820,068 415,023 50,758 CHF 29,852 CHF 99.80% 99.80%
07/11/2024 13.24% 0.07 CHF 0.08 CHF 775,000 400,000 711,741 369,292 50,216 CHF 29,751 CHF 95.67% 95.67%

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