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 11.61% 0.08 CHF 0.09 CHF 675,000 350,000 614,073 320,060 49,765 CHF 29,165 CHF 99.82% 99.82%
19/11/2024 9.39% 0.09 CHF 0.10 CHF 600,000 300,000 504,656 445,052 51,308 CHF 50,850 CHF 99.83% 99.83%
18/11/2024 11.08% 0.12 CHF 0.13 CHF 425,000 425,000 599,988 350,127 51,225 CHF 34,667 CHF 100.00% 100.00%
15/11/2024 11.05% 0.08 CHF 0.09 CHF 725,000 375,000 598,126 333,565 51,123 CHF 32,167 CHF 100.00% 100.00%
14/11/2024 9.36% 0.12 CHF 0.13 CHF 500,000 500,000 500,744 453,293 51,077 CHF 51,337 CHF 100.00% 100.00%
13/11/2024 12.33% 0.15 CHF 0.16 CHF 475,000 475,000 676,034 417,844 51,626 CHF 38,647 CHF 99.97% 99.97%
12/11/2024 3.56% 0.17 CHF 0.18 CHF 200,000 200,000 190,319 190,319 52,921 CHF 54,824 CHF 100.00% 100.00%
11/11/2024 2.90% 0.34 CHF 0.35 CHF 175,000 175,000 155,986 155,983 52,931 CHF 54,490 CHF 99.78% 99.78%
08/11/2024 3.39% 0.30 CHF 0.31 CHF 175,000 175,000 182,030 182,029 52,800 CHF 54,620 CHF 100.00% 100.00%
07/11/2024 3.20% 0.29 CHF 0.30 CHF 175,000 175,000 175,757 175,757 54,123 CHF 55,881 CHF 99.69% 99.69%

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