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 8.25% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 116,879 CHF 50,752 CHF 96.83% 96.83%
19/11/2024 7.86% 0.13 CHF 0.14 CHF 1,000,000 400,000 997,396 397,396 121,954 CHF 52,537 CHF 96.18% 96.18%
18/11/2024 7.32% 0.13 CHF 0.14 CHF 1,000,000 400,000 993,110 393,110 130,677 CHF 55,623 CHF 92.42% 92.42%
15/11/2024 6.77% 0.14 CHF 0.15 CHF 1,000,000 400,000 903,093 303,093 128,902 CHF 46,270 CHF 93.20% 93.20%
14/11/2024 7.17% 0.15 CHF 0.16 CHF 900,000 300,000 943,544 343,544 127,176 CHF 49,460 CHF 98.82% 98.82%
13/11/2024 8.58% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 111,729 CHF 48,691 CHF 94.95% 94.95%
12/11/2024 7.58% 0.12 CHF 0.13 CHF 1,000,000 400,000 999,436 399,436 127,123 CHF 54,796 CHF 98.91% 98.91%
11/11/2024 6.54% 0.14 CHF 0.15 CHF 900,000 300,000 900,000 300,000 133,165 CHF 47,388 CHF 92.91% 92.91%
08/11/2024 6.60% 0.14 CHF 0.15 CHF 900,000 300,000 903,617 303,617 132,478 CHF 47,533 CHF 97.07% 97.07%
07/11/2024 6.29% 0.16 CHF 0.17 CHF 900,000 300,000 900,000 300,000 138,692 CHF 49,231 CHF 98.81% 98.81%

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