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 8.33% 0.13 CHF 0.14 CHF 400,000 400,000 448,431 448,431 51,583 CHF 56,068 CHF 100.00% 100.00%
19/11/2024 8.78% 0.11 CHF 0.12 CHF 425,000 425,000 470,640 429,418 51,300 CHF 52,298 CHF 99.91% 99.91%
18/11/2024 11.55% 0.08 CHF 0.09 CHF 625,000 325,000 614,620 314,097 50,169 CHF 28,767 CHF 99.88% 99.88%
15/11/2024 10.78% 0.09 CHF 0.10 CHF 600,000 300,000 584,530 315,966 51,302 CHF 31,127 CHF 100.00% 100.00%
14/11/2024 9.34% 0.10 CHF 0.11 CHF 500,000 500,000 495,286 489,586 50,604 CHF 54,978 CHF 100.00% 100.00%
13/11/2024 8.97% 0.11 CHF 0.12 CHF 425,000 425,000 478,337 475,483 50,993 CHF 55,463 CHF 100.00% 100.00%
12/11/2024 10.15% 0.11 CHF 0.12 CHF 475,000 475,000 546,235 365,292 51,093 CHF 38,560 CHF 99.71% 99.71%
11/11/2024 11.88% 0.08 CHF 0.09 CHF 675,000 350,000 639,195 331,791 50,609 CHF 29,590 CHF 99.90% 99.90%
08/11/2024 9.15% 0.10 CHF 0.11 CHF 500,000 500,000 486,523 486,524 50,778 CHF 55,644 CHF 100.00% 100.00%
07/11/2024 9.92% 0.11 CHF 0.12 CHF 500,000 500,000 534,021 411,732 51,195 CHF 44,517 CHF 99.89% 99.89%

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