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 12.83% 0.10 CHF 0.12 CHF 364,608 100,000 357,167 100,000 37,545 CHF 11,945 CHF 100.00% 100.00%
19/11/2024 14.05% 0.09 CHF 0.11 CHF 374,118 100,000 350,618 100,000 37,402 CHF 12,323 CHF 100.00% 100.00%
18/11/2024 13.83% 0.12 CHF 0.13 CHF 327,122 100,000 327,351 88,974 37,325 CHF 11,573 CHF 100.00% 100.00%
15/11/2024 12.77% 0.11 CHF 0.12 CHF 337,556 100,000 335,200 100,000 38,012 CHF 12,904 CHF 99.99% 99.99%
14/11/2024 12.49% 0.12 CHF 0.14 CHF 319,186 100,000 330,791 100,000 39,741 CHF 13,624 CHF 99.51% 99.51%
13/11/2024 11.98% 0.12 CHF 0.14 CHF 329,794 100,000 320,323 99,147 39,769 CHF 13,880 CHF 99.31% 99.31%
12/11/2024 10.99% 0.13 CHF 0.14 CHF 312,741 100,000 305,576 100,000 40,689 CHF 14,862 CHF 100.00% 100.00%
11/11/2024 12.15% 0.14 CHF 0.16 CHF 296,691 100,000 293,235 100,000 41,445 CHF 15,961 CHF 100.00% 100.00%
08/11/2024 9.25% 0.14 CHF 0.15 CHF 297,338 100,000 296,737 100,000 41,236 CHF 15,248 CHF 100.00% 100.00%
07/11/2024 10.27% 0.15 CHF 0.16 CHF 287,311 100,000 293,610 97,408 41,919 CHF 15,406 CHF 99.13% 99.13%

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