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
25/11/2024 10.41% 0.09 CHF 0.10 CHF 575,000 300,000 565,668 326,993 51,484 CHF 33,260 CHF 98.60% 98.60%
22/11/2024 9.63% 0.10 CHF 0.11 CHF 500,000 500,000 510,931 439,327 50,507 CHF 48,406 CHF 100.00% 100.00%
20/11/2024 7.35% 0.12 CHF 0.13 CHF 425,000 425,000 397,147 397,146 52,089 CHF 56,060 CHF 100.00% 100.00%
19/11/2024 7.85% 0.13 CHF 0.14 CHF 400,000 400,000 417,521 417,518 51,132 CHF 55,307 CHF 99.56% 99.56%
18/11/2024 6.73% 0.15 CHF 0.16 CHF 350,000 350,000 365,916 365,916 52,538 CHF 56,197 CHF 99.94% 99.94%
15/11/2024 6.96% 0.14 CHF 0.15 CHF 375,000 375,000 377,733 377,733 52,425 CHF 56,202 CHF 100.00% 100.00%
14/11/2024 7.95% 0.13 CHF 0.14 CHF 400,000 400,000 427,757 427,757 51,692 CHF 55,970 CHF 100.00% 100.00%
13/11/2024 8.60% 0.11 CHF 0.12 CHF 500,000 500,000 464,410 464,402 51,710 CHF 56,354 CHF 100.00% 100.00%
12/11/2024 7.91% 0.11 CHF 0.12 CHF 475,000 475,000 422,749 422,749 51,357 CHF 55,585 CHF 99.98% 99.98%
11/11/2024 7.32% 0.14 CHF 0.15 CHF 375,000 375,000 396,440 396,440 52,190 CHF 56,154 CHF 100.00% 100.00%

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