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 13.07% 0.08 CHF 0.09 CHF 375,000 350,000 416,712 366,433 29,738 CHF 29,868 CHF 99.96% 99.96%
19/11/2024 13.16% 0.07 CHF 0.08 CHF 450,000 375,000 424,727 367,408 30,156 CHF 29,764 CHF 99.82% 99.82%
18/11/2024 12.57% 0.08 CHF 0.09 CHF 350,000 325,000 408,611 351,572 30,440 CHF 29,728 CHF 99.95% 99.95%
15/11/2024 12.82% 0.07 CHF 0.08 CHF 450,000 375,000 417,958 359,517 30,499 CHF 29,839 CHF 100.00% 100.00%
14/11/2024 11.41% 0.08 CHF 0.09 CHF 400,000 350,000 345,367 318,362 28,482 CHF 29,508 CHF 99.65% 99.65%
13/11/2024 9.79% 0.10 CHF 0.11 CHF 250,000 250,000 276,872 276,866 26,895 CHF 29,663 CHF 99.96% 99.96%
12/11/2024 8.68% 0.12 CHF 0.13 CHF 225,000 225,000 237,744 237,743 26,204 CHF 28,581 CHF 99.77% 99.77%
11/11/2024 11.10% 0.09 CHF 0.10 CHF 300,000 300,000 343,128 306,726 29,166 CHF 29,194 CHF 99.80% 99.80%
08/11/2024 11.02% 0.09 CHF 0.10 CHF 375,000 300,000 349,843 300,000 30,001 CHF 28,743 CHF 99.82% 99.82%
07/11/2024 10.48% 0.09 CHF 0.10 CHF 325,000 300,000 316,521 299,120 28,630 CHF 30,055 CHF 99.91% 99.91%

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