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 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 50,000 CHF 55,000 CHF 99.80% 99.80%
19/11/2024 8.94% 0.10 CHF 0.11 CHF 500,000 500,000 480,645 480,644 51,390 CHF 56,197 CHF 99.71% 99.71%
18/11/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 50,000 CHF 55,000 CHF 99.70% 99.70%
15/11/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 50,000 CHF 55,000 CHF 99.80% 99.80%
14/11/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 50,000 CHF 55,000 CHF 99.81% 99.81%
13/11/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 50,000 CHF 55,000 CHF 99.80% 99.80%
12/11/2024 9.70% 0.10 CHF 0.11 CHF 500,000 500,000 508,155 460,114 49,814 CHF 50,045 CHF 99.49% 99.49%
11/11/2024 10.53% 0.09 CHF 0.10 CHF 575,000 300,000 575,000 300,000 51,750 CHF 30,000 CHF 99.71% 99.71%
08/11/2024 9.82% 0.10 CHF 0.11 CHF 575,000 300,000 523,654 436,920 50,702 CHF 47,141 CHF 99.81% 99.81%
07/11/2024 9.82% 0.09 CHF 0.10 CHF 575,000 300,000 520,788 440,313 50,396 CHF 47,455 CHF 95.70% 95.70%

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