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 13.59% 0.12 CHF 0.14 CHF 306,988 75,000 302,273 75,000 36,283 CHF 10,350 CHF 100.00% 100.00%
19/11/2024 11.62% 0.13 CHF 0.15 CHF 286,512 75,000 261,828 75,000 37,533 CHF 12,102 CHF 100.00% 100.00%
18/11/2024 11.13% 0.16 CHF 0.18 CHF 238,950 50,000 227,221 44,487 41,083 CHF 8,898 CHF 100.00% 100.00%
15/11/2024 9.12% 0.20 CHF 0.22 CHF 214,343 50,000 217,720 50,000 43,151 CHF 10,892 CHF 99.99% 99.99%
14/11/2024 6.58% 0.27 CHF 0.29 CHF 173,163 50,000 163,706 50,000 48,684 CHF 16,019 CHF 41.33% 41.33%
13/11/2024 6.04% 0.38 CHF 0.40 CHF 140,000 50,000 147,762 48,710 50,812 CHF 17,886 CHF 22.85% 22.85%
12/11/2024 4.35% 0.43 CHF 0.45 CHF 120,000 50,000 115,168 50,000 52,504 CHF 23,830 CHF 100.00% 100.00%
11/11/2024 4.31% 0.46 CHF 0.48 CHF 110,000 50,000 114,099 50,000 52,044 CHF 23,832 CHF 96.53% 96.53%
08/11/2024 4.76% 0.43 CHF 0.45 CHF 120,000 50,000 126,695 50,000 51,914 CHF 21,506 CHF 61.23% 61.23%
07/11/2024 5.10% 0.40 CHF 0.42 CHF 130,000 50,000 129,823 49,025 52,196 CHF 20,729 CHF 93.23% 93.23%

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