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
13/11/2024 9.74% 0.10 CHF 0.11 CHF 575,000 300,000 518,346 440,460 50,592 CHF 47,888 CHF 99.39% 99.39%
12/11/2024 8.86% 0.11 CHF 0.12 CHF 475,000 475,000 474,889 474,889 51,280 CHF 56,029 CHF 99.05% 99.05%
11/11/2024 8.77% 0.11 CHF 0.12 CHF 475,000 475,000 476,559 476,559 51,991 CHF 56,757 CHF 99.24% 99.24%
08/11/2024 7.81% 0.12 CHF 0.13 CHF 425,000 425,000 414,288 414,287 50,975 CHF 55,118 CHF 99.38% 99.38%
07/11/2024 4.97% 0.17 CHF 0.18 CHF 300,000 300,000 264,891 264,891 51,960 CHF 54,609 CHF 99.26% 99.26%
06/11/2024 5.75% 0.16 CHF 0.17 CHF 325,000 325,000 309,157 309,168 52,217 CHF 55,310 CHF 99.37% 99.37%
05/11/2024 6.30% 0.16 CHF 0.17 CHF 325,000 325,000 340,115 340,115 52,295 CHF 55,696 CHF 99.38% 99.38%
04/11/2024 6.43% 0.15 CHF 0.16 CHF 350,000 350,000 348,927 348,927 52,505 CHF 55,994 CHF 97.50% 97.50%
01/11/2024 6.40% 0.15 CHF 0.16 CHF 350,000 350,000 345,239 345,240 52,227 CHF 55,680 CHF 96.93% 96.93%
31/10/2024 6.24% 0.15 CHF 0.16 CHF 350,000 350,000 336,745 336,744 52,271 CHF 55,639 CHF 99.39% 99.39%

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