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 11.77% 0.08 CHF 0.09 CHF 675,000 350,000 625,483 324,691 50,032 CHF 29,214 CHF 99.39% 99.39%
19/11/2024 11.55% 0.08 CHF 0.09 CHF 625,000 325,000 607,496 314,129 49,572 CHF 28,759 CHF 99.28% 99.28%
18/11/2024 11.43% 0.09 CHF 0.10 CHF 575,000 300,000 615,563 315,953 50,788 CHF 29,219 CHF 99.28% 99.28%
15/11/2024 13.52% 0.08 CHF 0.09 CHF 675,000 350,000 731,287 376,353 50,494 CHF 29,765 CHF 99.37% 99.37%
14/11/2024 10.50% 0.09 CHF 0.10 CHF 575,000 300,000 569,794 306,882 51,396 CHF 30,803 CHF 99.38% 99.38%
13/11/2024 10.74% 0.09 CHF 0.10 CHF 500,000 500,000 574,576 333,377 50,641 CHF 33,092 CHF 99.38% 99.38%
12/11/2024 11.55% 0.10 CHF 0.11 CHF 575,000 300,000 619,098 320,558 50,630 CHF 29,402 CHF 99.04% 99.04%
11/11/2024 15.00% 0.07 CHF 0.08 CHF 775,000 400,000 821,506 417,057 50,665 CHF 29,901 CHF 99.28% 99.28%
08/11/2024 14.71% 0.07 CHF 0.08 CHF 725,000 375,000 801,247 407,840 50,453 CHF 29,775 CHF 99.39% 99.39%
07/11/2024 12.02% 0.07 CHF 0.08 CHF 775,000 400,000 646,780 347,281 50,619 CHF 30,901 CHF 99.19% 99.19%

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