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 20.22% 0.04 CHF 0.05 CHF 780,100 780,100 770,445 770,445 34,329 CHF 42,033 CHF 100.00% 100.00%
19/11/2024 19.10% 0.05 CHF 0.06 CHF 712,400 712,400 706,671 706,671 33,540 CHF 40,607 CHF 100.00% 100.00%
18/11/2024 17.99% 0.06 CHF 0.07 CHF 647,000 647,000 648,754 648,754 32,857 CHF 39,345 CHF 100.00% 100.00%
15/11/2024 15.79% 0.06 CHF 0.07 CHF 709,900 709,900 707,288 707,288 41,326 CHF 48,399 CHF 100.00% 100.00%
14/11/2024 18.85% 0.05 CHF 0.06 CHF 807,700 807,700 816,122 816,122 39,346 CHF 47,507 CHF 99.35% 99.35%
13/11/2024 15.21% 0.04 CHF 0.05 CHF 454,700 454,700 431,205 431,205 27,923 CHF 32,235 CHF 99.46% 99.46%
12/11/2024 9.69% 0.09 CHF 0.10 CHF 399,100 399,100 393,200 393,200 38,641 CHF 42,573 CHF 100.00% 100.00%
11/11/2024 9.36% 0.11 CHF 0.12 CHF 384,800 384,800 385,276 385,276 39,274 CHF 43,127 CHF 99.93% 99.93%
08/11/2024 9.42% 0.10 CHF 0.11 CHF 336,600 336,600 333,736 333,736 33,843 CHF 37,180 CHF 100.00% 100.00%
07/11/2024 7.45% 0.13 CHF 0.14 CHF 372,500 372,500 370,220 370,220 47,866 CHF 51,568 CHF 99.43% 99.43%

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