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 9.90% 0.09 CHF 0.10 CHF 575,000 300,000 528,912 422,910 50,783 CHF 45,336 CHF 97.95% 97.95%
22/11/2024 10.49% 0.09 CHF 0.10 CHF 500,000 500,000 559,699 342,984 50,566 CHF 34,742 CHF 99.38% 99.38%
20/11/2024 9.16% 0.10 CHF 0.11 CHF 500,000 500,000 487,334 487,334 50,810 CHF 55,683 CHF 99.39% 99.39%
19/11/2024 9.77% 0.10 CHF 0.11 CHF 500,000 500,000 519,067 431,028 50,548 CHF 46,792 CHF 97.59% 97.59%
18/11/2024 8.93% 0.11 CHF 0.12 CHF 475,000 475,000 480,820 480,819 51,458 CHF 56,266 CHF 99.28% 99.28%
15/11/2024 8.86% 0.11 CHF 0.12 CHF 475,000 475,000 478,646 478,646 51,637 CHF 56,423 CHF 99.38% 99.38%
14/11/2024 9.07% 0.11 CHF 0.12 CHF 475,000 475,000 485,480 484,422 51,130 CHF 55,868 CHF 99.38% 99.38%
13/11/2024 10.40% 0.10 CHF 0.11 CHF 575,000 300,000 568,972 314,475 51,880 CHF 31,897 CHF 99.39% 99.39%
12/11/2024 10.38% 0.09 CHF 0.10 CHF 600,000 300,000 552,980 373,736 50,442 CHF 38,730 CHF 99.03% 99.03%
11/11/2024 7.66% 0.12 CHF 0.13 CHF 425,000 425,000 411,327 411,327 51,667 CHF 55,780 CHF 99.26% 99.26%

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