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 13.66% 0.07 CHF 0.08 CHF 325,000 325,000 347,600 347,593 23,695 CHF 27,171 CHF 99.96% 99.96%
19/11/2024 10.51% 0.09 CHF 0.10 CHF 250,000 250,000 251,444 251,447 22,697 CHF 25,212 CHF 99.82% 99.82%
18/11/2024 15.39% 0.07 CHF 0.08 CHF 350,000 350,000 389,511 389,515 23,338 CHF 27,233 CHF 99.91% 99.91%
15/11/2024 15.28% 0.06 CHF 0.07 CHF 425,000 425,000 388,707 388,709 23,499 CHF 27,386 CHF 100.00% 100.00%
14/11/2024 14.64% 0.06 CHF 0.07 CHF 375,000 375,000 378,067 378,067 23,932 CHF 27,712 CHF 99.63% 99.63%
13/11/2024 13.42% 0.07 CHF 0.08 CHF 325,000 325,000 339,865 339,865 23,640 CHF 27,038 CHF 99.95% 99.95%
12/11/2024 15.24% 0.07 CHF 0.08 CHF 375,000 375,000 407,724 407,725 24,722 CHF 28,799 CHF 99.83% 99.83%
11/11/2024 17.47% 0.06 CHF 0.07 CHF 500,000 500,000 509,236 488,807 26,618 CHF 30,452 CHF 99.82% 99.82%
08/11/2024 16.41% 0.06 CHF 0.07 CHF 475,000 475,000 472,562 462,853 26,453 CHF 30,527 CHF 99.82% 99.82%
07/11/2024 17.32% 0.06 CHF 0.07 CHF 525,000 475,000 524,419 485,062 27,681 CHF 30,461 CHF 99.90% 99.90%

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