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 13.47% 0.07 CHF 0.08 CHF 775,000 400,000 727,451 377,309 50,386 CHF 29,909 CHF 99.38% 99.38%
19/11/2024 13.53% 0.07 CHF 0.08 CHF 775,000 400,000 722,155 376,356 49,736 CHF 29,696 CHF 99.10% 99.10%
18/11/2024 12.16% 0.08 CHF 0.09 CHF 625,000 325,000 650,866 338,420 50,286 CHF 29,531 CHF 99.28% 99.28%
15/11/2024 12.63% 0.08 CHF 0.09 CHF 725,000 375,000 678,837 352,864 50,334 CHF 29,694 CHF 99.37% 99.37%
14/11/2024 12.64% 0.08 CHF 0.09 CHF 675,000 350,000 679,893 353,339 50,373 CHF 29,713 CHF 99.35% 99.35%
13/11/2024 13.20% 0.07 CHF 0.08 CHF 725,000 375,000 711,674 369,199 50,379 CHF 29,828 CHF 99.38% 99.38%
12/11/2024 13.06% 0.07 CHF 0.08 CHF 725,000 375,000 703,967 365,266 50,402 CHF 29,804 CHF 99.06% 99.06%
11/11/2024 11.63% 0.08 CHF 0.09 CHF 625,000 325,000 623,392 319,750 50,504 CHF 29,086 CHF 99.20% 99.20%
08/11/2024 14.07% 0.07 CHF 0.08 CHF 725,000 375,000 762,805 393,774 50,397 CHF 29,955 CHF 99.39% 99.39%
07/11/2024 13.91% 0.07 CHF 0.08 CHF 725,000 375,000 756,215 390,057 50,567 CHF 30,002 CHF 99.18% 99.18%

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