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
22/11/2024 13.48% 0.07 CHF 0.08 CHF 725,000 375,000 727,825 376,411 50,358 CHF 29,810 CHF 100.00% 100.00%
20/11/2024 13.27% 0.07 CHF 0.08 CHF 725,000 375,000 720,147 372,580 50,679 CHF 29,946 CHF 100.00% 100.00%
19/11/2024 12.43% 0.07 CHF 0.08 CHF 675,000 350,000 668,154 346,577 50,427 CHF 29,623 CHF 99.89% 99.89%
18/11/2024 13.07% 0.07 CHF 0.08 CHF 725,000 375,000 709,371 367,185 50,734 CHF 29,934 CHF 99.89% 99.89%
15/11/2024 13.82% 0.07 CHF 0.08 CHF 725,000 375,000 751,487 388,137 50,614 CHF 30,025 CHF 100.00% 100.00%
14/11/2024 12.68% 0.07 CHF 0.08 CHF 775,000 400,000 684,817 354,908 50,546 CHF 29,748 CHF 100.00% 100.00%
13/11/2024 12.02% 0.08 CHF 0.09 CHF 625,000 325,000 642,978 333,343 50,283 CHF 29,400 CHF 100.00% 100.00%
12/11/2024 12.44% 0.08 CHF 0.09 CHF 625,000 325,000 667,914 347,307 50,342 CHF 29,651 CHF 99.61% 99.61%
11/11/2024 14.15% 0.07 CHF 0.08 CHF 725,000 375,000 765,147 395,073 50,242 CHF 29,893 CHF 99.89% 99.89%
08/11/2024 13.39% 0.07 CHF 0.08 CHF 725,000 375,000 727,660 376,330 50,702 CHF 29,986 CHF 100.00% 100.00%

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