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 11.83% 0.08 CHF 0.09 CHF 725,000 375,000 637,599 328,664 50,718 CHF 29,424 CHF 99.38% 99.38%
12/11/2024 9.47% 0.09 CHF 0.10 CHF 575,000 300,000 507,221 420,909 51,095 CHF 47,603 CHF 99.06% 99.06%
11/11/2024 8.86% 0.10 CHF 0.11 CHF 475,000 475,000 478,379 475,498 51,627 CHF 56,123 CHF 99.28% 99.28%
08/11/2024 7.13% 0.13 CHF 0.14 CHF 375,000 375,000 383,505 383,505 51,860 CHF 55,695 CHF 99.39% 99.39%
07/11/2024 3.55% 0.23 CHF 0.24 CHF 200,000 200,000 188,598 188,598 52,336 CHF 54,222 CHF 99.25% 99.25%
06/11/2024 4.22% 0.22 CHF 0.23 CHF 250,000 250,000 228,877 228,877 53,021 CHF 55,310 CHF 99.35% 99.35%
05/11/2024 4.70% 0.22 CHF 0.23 CHF 250,000 250,000 252,290 252,291 52,436 CHF 54,959 CHF 99.39% 99.39%
04/11/2024 4.95% 0.20 CHF 0.21 CHF 250,000 250,000 261,072 261,072 51,468 CHF 54,078 CHF 97.48% 97.48%
01/11/2024 4.94% 0.19 CHF 0.20 CHF 275,000 275,000 261,758 261,758 51,666 CHF 54,284 CHF 96.96% 96.96%
31/10/2024 4.72% 0.20 CHF 0.21 CHF 250,000 250,000 251,914 251,914 52,237 CHF 54,756 CHF 99.38% 99.38%

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