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 9.16% 0.10 CHF 0.11 CHF 500,000 500,000 489,566 489,566 51,049 CHF 55,945 CHF 100.00% 100.00%
19/11/2024 10.01% 0.10 CHF 0.11 CHF 500,000 500,000 533,489 410,564 50,643 CHF 43,547 CHF 99.91% 99.91%
18/11/2024 9.44% 0.11 CHF 0.12 CHF 475,000 475,000 498,096 498,096 50,268 CHF 55,249 CHF 99.91% 99.91%
15/11/2024 8.88% 0.10 CHF 0.11 CHF 475,000 475,000 478,373 478,373 51,540 CHF 56,324 CHF 100.00% 100.00%
14/11/2024 8.19% 0.11 CHF 0.12 CHF 475,000 475,000 438,544 438,544 51,322 CHF 55,708 CHF 100.00% 100.00%
13/11/2024 8.35% 0.11 CHF 0.12 CHF 475,000 475,000 448,812 448,813 51,525 CHF 56,013 CHF 100.00% 100.00%
12/11/2024 6.46% 0.12 CHF 0.13 CHF 400,000 400,000 348,249 348,248 52,180 CHF 55,663 CHF 99.70% 99.70%
11/11/2024 6.00% 0.16 CHF 0.17 CHF 325,000 325,000 321,176 321,176 51,971 CHF 55,182 CHF 99.91% 99.91%
08/11/2024 6.74% 0.14 CHF 0.15 CHF 375,000 375,000 365,581 365,581 52,413 CHF 56,069 CHF 100.00% 100.00%
07/11/2024 6.20% 0.16 CHF 0.17 CHF 300,000 300,000 333,528 333,528 52,068 CHF 55,404 CHF 99.87% 99.87%

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