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 11.60% 0.07 CHF 0.08 CHF 675,000 350,000 625,732 336,278 50,831 CHF 30,912 CHF 99.83% 99.83%
19/11/2024 11.22% 0.09 CHF 0.10 CHF 600,000 300,000 605,038 345,742 50,886 CHF 33,196 CHF 99.92% 99.92%
18/11/2024 9.00% 0.11 CHF 0.12 CHF 500,000 500,000 486,073 486,070 51,622 CHF 56,482 CHF 100.00% 100.00%
15/11/2024 7.79% 0.11 CHF 0.12 CHF 475,000 475,000 416,950 416,953 51,448 CHF 55,617 CHF 100.00% 100.00%
14/11/2024 7.49% 0.14 CHF 0.15 CHF 400,000 400,000 407,361 407,360 52,343 CHF 56,416 CHF 100.00% 100.00%
13/11/2024 8.09% 0.12 CHF 0.13 CHF 475,000 475,000 436,270 436,270 51,772 CHF 56,134 CHF 99.95% 99.95%
12/11/2024 7.13% 0.12 CHF 0.13 CHF 400,000 400,000 381,665 381,664 51,652 CHF 55,468 CHF 100.00% 100.00%
11/11/2024 5.78% 0.18 CHF 0.19 CHF 300,000 300,000 311,205 311,209 52,281 CHF 55,393 CHF 99.78% 99.78%
08/11/2024 5.90% 0.16 CHF 0.17 CHF 325,000 325,000 313,866 313,864 51,668 CHF 54,806 CHF 100.00% 100.00%
07/11/2024 4.68% 0.20 CHF 0.21 CHF 250,000 250,000 250,171 250,170 52,224 CHF 54,725 CHF 93.93% 93.93%

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