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 8.30% 0.11 CHF 0.12 CHF 475,000 475,000 444,504 444,497 51,346 CHF 55,790 CHF 100.00% 100.00%
19/11/2024 7.63% 0.13 CHF 0.14 CHF 400,000 400,000 411,025 411,025 51,867 CHF 55,978 CHF 99.89% 99.89%
18/11/2024 8.41% 0.11 CHF 0.12 CHF 475,000 475,000 453,135 453,135 51,611 CHF 56,143 CHF 99.91% 99.91%
15/11/2024 7.83% 0.12 CHF 0.13 CHF 425,000 425,000 417,638 417,638 51,266 CHF 55,443 CHF 100.00% 100.00%
14/11/2024 7.27% 0.12 CHF 0.13 CHF 400,000 400,000 392,288 392,300 52,008 CHF 55,933 CHF 100.00% 100.00%
13/11/2024 7.67% 0.14 CHF 0.15 CHF 375,000 375,000 411,152 411,152 51,613 CHF 55,725 CHF 100.00% 100.00%
12/11/2024 8.59% 0.12 CHF 0.13 CHF 425,000 425,000 464,694 464,717 51,781 CHF 56,431 CHF 99.65% 99.65%
11/11/2024 8.63% 0.10 CHF 0.11 CHF 475,000 475,000 468,338 468,338 51,904 CHF 56,588 CHF 99.86% 99.86%
08/11/2024 8.47% 0.12 CHF 0.13 CHF 425,000 425,000 457,548 457,546 51,760 CHF 56,336 CHF 100.00% 100.00%
07/11/2024 8.76% 0.11 CHF 0.12 CHF 475,000 475,000 475,927 475,929 51,990 CHF 56,749 CHF 99.90% 99.90%

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