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
25/11/2024 10.71% 0.09 CHF 0.10 CHF 575,000 300,000 576,589 325,233 50,975 CHF 32,236 CHF 98.60% 98.60%
22/11/2024 9.69% 0.10 CHF 0.11 CHF 500,000 500,000 521,763 392,413 51,232 CHF 43,437 CHF 100.00% 100.00%
20/11/2024 6.08% 0.14 CHF 0.15 CHF 375,000 375,000 327,412 327,412 52,221 CHF 55,495 CHF 100.00% 100.00%
19/11/2024 6.79% 0.15 CHF 0.16 CHF 350,000 350,000 366,283 366,283 52,151 CHF 55,814 CHF 99.52% 99.52%
18/11/2024 5.28% 0.19 CHF 0.20 CHF 275,000 275,000 289,358 289,358 53,336 CHF 56,230 CHF 99.94% 99.94%
15/11/2024 5.50% 0.17 CHF 0.18 CHF 300,000 300,000 300,970 300,970 53,230 CHF 56,240 CHF 100.00% 100.00%
14/11/2024 6.67% 0.16 CHF 0.17 CHF 325,000 325,000 363,906 363,906 52,706 CHF 56,345 CHF 100.00% 100.00%
13/11/2024 7.39% 0.12 CHF 0.13 CHF 475,000 475,000 401,214 401,214 52,315 CHF 56,327 CHF 100.00% 100.00%
12/11/2024 6.44% 0.13 CHF 0.14 CHF 400,000 400,000 346,453 346,453 52,086 CHF 55,551 CHF 99.98% 99.98%
11/11/2024 5.75% 0.18 CHF 0.19 CHF 300,000 300,000 308,489 308,489 52,104 CHF 55,188 CHF 100.00% 100.00%

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