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 12.73% 0.07 CHF 0.08 CHF 725,000 375,000 685,756 357,234 50,401 CHF 29,844 CHF 100.00% 100.00%
19/11/2024 10.58% 0.09 CHF 0.10 CHF 500,000 500,000 570,238 404,592 51,020 CHF 41,545 CHF 99.91% 99.91%
18/11/2024 12.91% 0.07 CHF 0.08 CHF 775,000 400,000 695,324 359,856 50,430 CHF 29,700 CHF 99.90% 99.90%
15/11/2024 11.31% 0.09 CHF 0.10 CHF 625,000 325,000 608,559 314,127 50,829 CHF 29,412 CHF 100.00% 100.00%
14/11/2024 9.86% 0.09 CHF 0.10 CHF 600,000 300,000 528,498 425,922 50,947 CHF 46,025 CHF 100.00% 100.00%
13/11/2024 10.71% 0.11 CHF 0.12 CHF 475,000 475,000 578,679 350,327 51,195 CHF 35,497 CHF 100.00% 100.00%
12/11/2024 13.12% 0.08 CHF 0.09 CHF 625,000 325,000 707,388 367,256 50,364 CHF 29,821 CHF 99.69% 99.69%
11/11/2024 13.59% 0.06 CHF 0.07 CHF 775,000 400,000 735,768 380,123 50,454 CHF 29,872 CHF 99.84% 99.84%
08/11/2024 12.38% 0.08 CHF 0.09 CHF 625,000 325,000 665,744 345,372 50,459 CHF 29,632 CHF 100.00% 100.00%
07/11/2024 12.82% 0.08 CHF 0.09 CHF 675,000 350,000 688,473 356,736 50,278 CHF 29,620 CHF 99.86% 99.86%

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