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 8.61% 0.10 CHF 0.11 CHF 600,000 200,000 600,000 200,000 67,067 CHF 24,356 CHF 99.14% 99.14%
19/11/2024 8.87% 0.11 CHF 0.12 CHF 600,000 200,000 600,000 200,000 64,981 CHF 23,660 CHF 99.37% 99.37%
18/11/2024 8.55% 0.11 CHF 0.12 CHF 600,000 200,000 600,000 200,000 67,324 CHF 24,441 CHF 99.23% 99.23%
15/11/2024 6.77% 0.12 CHF 0.13 CHF 600,000 200,000 600,000 200,000 85,897 CHF 30,632 CHF 98.78% 98.78%
14/11/2024 5.96% 0.18 CHF 0.19 CHF 600,000 200,000 600,000 200,000 97,944 CHF 34,648 CHF 99.37% 99.37%
13/11/2024 6.52% 0.14 CHF 0.15 CHF 600,000 200,000 600,000 200,000 89,117 CHF 31,706 CHF 99.37% 99.37%
12/11/2024 5.81% 0.16 CHF 0.17 CHF 600,000 200,000 600,000 200,000 100,372 CHF 35,457 CHF 99.37% 99.37%
11/11/2024 4.98% 0.19 CHF 0.20 CHF 600,000 200,000 600,000 200,000 117,567 CHF 41,189 CHF 99.37% 99.37%
08/11/2024 4.83% 0.19 CHF 0.20 CHF 600,000 200,000 600,000 200,000 121,996 CHF 42,665 CHF 99.37% 99.37%
07/11/2024 4.38% 0.22 CHF 0.23 CHF 600,000 200,000 600,000 200,000 134,589 CHF 46,863 CHF 99.28% 99.28%

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