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 14.83% 0.06 CHF 0.07 CHF 925,000 475,000 812,459 415,095 50,697 CHF 30,072 CHF 100.00% 100.00%
19/11/2024 13.06% 0.08 CHF 0.09 CHF 725,000 375,000 706,005 376,101 50,543 CHF 31,042 CHF 99.89% 99.89%
18/11/2024 10.13% 0.10 CHF 0.11 CHF 500,000 500,000 547,491 372,549 51,272 CHF 39,160 CHF 99.88% 99.88%
15/11/2024 10.50% 0.09 CHF 0.10 CHF 500,000 500,000 567,813 337,680 51,247 CHF 34,145 CHF 100.00% 100.00%
14/11/2024 12.00% 0.08 CHF 0.09 CHF 625,000 325,000 643,964 332,531 50,440 CHF 29,361 CHF 100.00% 100.00%
13/11/2024 12.34% 0.07 CHF 0.08 CHF 775,000 400,000 666,282 343,074 50,654 CHF 29,507 CHF 100.00% 100.00%
12/11/2024 10.92% 0.07 CHF 0.08 CHF 675,000 350,000 586,022 334,246 50,744 CHF 32,634 CHF 99.70% 99.70%
11/11/2024 9.32% 0.11 CHF 0.12 CHF 475,000 475,000 499,081 466,524 51,130 CHF 52,818 CHF 99.90% 99.90%
08/11/2024 11.74% 0.08 CHF 0.09 CHF 625,000 325,000 632,076 323,849 50,705 CHF 29,202 CHF 100.00% 100.00%
07/11/2024 9.60% 0.09 CHF 0.10 CHF 575,000 300,000 513,593 405,745 50,913 CHF 45,391 CHF 99.90% 99.90%

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