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 12.29% 0.07 CHF 0.08 CHF 118,500 118,500 776,650 776,650 59,606 CHF 67,372 CHF 98.90% 98.90%
19/11/2024 9.22% 0.09 CHF 0.10 CHF 92,800 92,800 617,946 617,946 64,713 CHF 70,892 CHF 98.75% 98.75%
18/11/2024 8.98% 0.11 CHF 0.12 CHF 102,000 102,000 650,911 650,911 69,259 CHF 75,768 CHF 98.94% 98.94%
15/11/2024 10.25% 0.10 CHF 0.11 CHF 151,400 151,400 962,520 962,520 89,230 CHF 98,855 CHF 98.94% 98.94%
14/11/2024 13.85% 0.07 CHF 0.08 CHF 151,500 151,500 983,286 983,286 66,084 CHF 75,917 CHF 98.85% 98.85%
13/11/2024 13.05% 0.07 CHF 0.08 CHF 138,800 138,800 900,639 900,639 64,845 CHF 73,852 CHF 98.87% 98.87%
12/11/2024 13.26% 0.08 CHF 0.09 CHF 180,500 180,500 1,172,560 1,172,560 82,622 CHF 94,348 CHF 98.77% 98.77%
11/11/2024 14.22% 0.06 CHF 0.07 CHF 119,300 119,300 774,179 774,179 51,065 CHF 58,807 CHF 98.90% 98.90%
08/11/2024 11.00% 0.08 CHF 0.09 CHF 98,700 98,700 646,518 646,518 55,937 CHF 62,402 CHF 97.82% 97.82%
07/11/2024 9.79% 0.10 CHF 0.11 CHF 124,700 124,700 806,227 806,227 78,828 CHF 86,890 CHF 98.90% 98.90%

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