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 7.02% 0.13 CHF 0.14 CHF 100,000 100,000 98,614 98,613 13,576 CHF 14,562 CHF 99.97% 99.97%
19/11/2024 6.00% 0.15 CHF 0.16 CHF 75,000 75,000 76,044 76,045 12,306 CHF 13,067 CHF 99.85% 99.85%
18/11/2024 6.42% 0.15 CHF 0.16 CHF 100,000 100,000 84,164 84,164 12,655 CHF 13,496 CHF 99.91% 99.91%
15/11/2024 8.42% 0.13 CHF 0.14 CHF 100,000 100,000 114,365 114,365 13,000 CHF 14,143 CHF 100.00% 100.00%
14/11/2024 8.47% 0.11 CHF 0.12 CHF 125,000 125,000 115,828 115,826 13,094 CHF 14,252 CHF 99.57% 99.57%
13/11/2024 11.06% 0.09 CHF 0.10 CHF 125,000 125,000 147,089 147,089 12,568 CHF 14,038 CHF 99.95% 99.95%
12/11/2024 12.89% 0.08 CHF 0.09 CHF 175,000 175,000 182,163 182,160 13,224 CHF 15,045 CHF 99.82% 99.82%
11/11/2024 16.34% 0.06 CHF 0.07 CHF 225,000 225,000 250,598 237,032 14,055 CHF 15,803 CHF 99.82% 99.82%
08/11/2024 18.30% 0.06 CHF 0.07 CHF 250,000 250,000 297,029 278,044 14,732 CHF 16,657 CHF 99.83% 99.83%
07/11/2024 23.44% 0.05 CHF 0.06 CHF 375,000 250,000 496,926 251,567 18,358 CHF 12,226 CHF 99.89% 99.89%

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