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 6.11% 0.15 CHF 0.16 CHF 350,000 350,000 328,361 328,361 52,078 CHF 55,361 CHF 98.60% 98.60%
22/11/2024 6.04% 0.15 CHF 0.16 CHF 325,000 325,000 322,411 322,411 51,827 CHF 55,052 CHF 100.00% 100.00%
20/11/2024 9.05% 0.12 CHF 0.13 CHF 425,000 425,000 477,714 477,713 50,482 CHF 55,259 CHF 100.00% 100.00%
19/11/2024 7.88% 0.12 CHF 0.13 CHF 425,000 425,000 421,794 407,368 51,489 CHF 54,279 CHF 99.50% 99.50%
18/11/2024 10.69% 0.09 CHF 0.10 CHF 575,000 300,000 580,183 306,268 51,379 CHF 30,254 CHF 99.94% 99.94%
15/11/2024 10.21% 0.10 CHF 0.11 CHF 575,000 300,000 556,096 345,123 51,734 CHF 35,940 CHF 100.00% 100.00%
14/11/2024 8.25% 0.10 CHF 0.11 CHF 475,000 475,000 438,481 438,481 50,994 CHF 55,378 CHF 100.00% 100.00%
13/11/2024 7.32% 0.14 CHF 0.15 CHF 350,000 350,000 394,230 394,230 51,886 CHF 55,829 CHF 100.00% 100.00%
12/11/2024 8.55% 0.14 CHF 0.15 CHF 400,000 400,000 466,281 459,469 52,234 CHF 56,079 CHF 99.98% 99.98%
11/11/2024 9.33% 0.10 CHF 0.11 CHF 575,000 300,000 497,891 469,533 50,904 CHF 52,855 CHF 100.00% 100.00%

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