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 10.98% 0.09 CHF 0.10 CHF 600,000 300,000 591,230 302,437 50,937 CHF 29,084 CHF 99.39% 99.39%
19/11/2024 10.45% 0.09 CHF 0.10 CHF 575,000 300,000 567,281 323,189 51,417 CHF 32,759 CHF 99.27% 99.27%
18/11/2024 11.83% 0.08 CHF 0.09 CHF 675,000 350,000 630,333 327,667 50,122 CHF 29,332 CHF 99.29% 99.29%
15/11/2024 11.60% 0.08 CHF 0.09 CHF 625,000 325,000 615,043 319,086 49,972 CHF 29,111 CHF 99.39% 99.39%
14/11/2024 8.70% 0.11 CHF 0.12 CHF 475,000 475,000 474,670 474,670 52,214 CHF 56,960 CHF 99.35% 99.35%
13/11/2024 8.32% 0.11 CHF 0.12 CHF 425,000 425,000 446,704 446,704 51,451 CHF 55,918 CHF 99.39% 99.39%
12/11/2024 8.67% 0.12 CHF 0.13 CHF 475,000 475,000 471,931 471,930 52,062 CHF 56,781 CHF 99.09% 99.09%
11/11/2024 9.01% 0.11 CHF 0.12 CHF 475,000 475,000 482,362 482,362 51,166 CHF 55,990 CHF 91.10% 91.10%
08/11/2024 7.72% 0.13 CHF 0.14 CHF 400,000 400,000 413,157 413,157 51,451 CHF 55,582 CHF 99.38% 99.38%
07/11/2024 7.47% 0.12 CHF 0.13 CHF 400,000 400,000 402,361 402,361 51,845 CHF 55,869 CHF 99.27% 99.27%

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