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 12.08% 0.07 CHF 0.08 CHF 260,000 260,000 252,807 252,807 20,094 CHF 22,625 CHF 100.00% 100.00%
19/11/2024 13.33% 0.08 CHF 0.09 CHF 260,000 260,000 256,631 256,631 18,378 CHF 20,947 CHF 100.00% 100.00%
18/11/2024 9.83% 0.10 CHF 0.11 CHF 240,000 240,000 237,589 237,589 23,531 CHF 25,909 CHF 100.00% 100.00%
15/11/2024 9.26% 0.11 CHF 0.12 CHF 240,000 240,000 238,555 238,555 25,128 CHF 27,516 CHF 100.00% 100.00%
14/11/2024 11.13% 0.09 CHF 0.10 CHF 260,000 260,000 257,367 257,367 22,286 CHF 24,863 CHF 99.18% 99.18%
13/11/2024 10.43% 0.09 CHF 0.10 CHF 260,000 260,000 250,349 250,349 23,288 CHF 25,794 CHF 100.00% 100.00%
12/11/2024 8.71% 0.09 CHF 0.10 CHF 240,000 240,000 220,242 220,242 24,722 CHF 26,926 CHF 100.00% 100.00%
11/11/2024 5.38% 0.16 CHF 0.17 CHF 240,000 240,000 237,585 237,585 43,917 CHF 46,295 CHF 100.00% 100.00%
08/11/2024 6.76% 0.13 CHF 0.14 CHF 170,000 170,000 168,263 168,263 24,750 CHF 26,435 CHF 98.47% 98.47%
07/11/2024 4.20% 0.28 CHF 0.28 CHF 230,000 230,000 227,686 227,686 54,958 CHF 57,237 CHF 100.00% 100.00%

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