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 500,000 500,000 491,190 465,077 51,235 CHF 53,468 CHF 100.00% 100.00%
19/11/2024 11.33% 0.09 CHF 0.10 CHF 575,000 300,000 608,858 312,637 50,713 CHF 29,164 CHF 99.86% 99.86%
18/11/2024 9.61% 0.11 CHF 0.12 CHF 475,000 475,000 511,482 456,992 50,690 CHF 50,250 CHF 99.90% 99.90%
15/11/2024 8.00% 0.11 CHF 0.12 CHF 425,000 425,000 425,457 425,449 51,134 CHF 55,388 CHF 100.00% 100.00%
14/11/2024 6.23% 0.14 CHF 0.15 CHF 375,000 375,000 334,893 334,894 52,059 CHF 55,408 CHF 100.00% 100.00%
13/11/2024 6.29% 0.15 CHF 0.16 CHF 375,000 375,000 339,147 339,140 52,232 CHF 55,623 CHF 100.00% 100.00%
12/11/2024 3.64% 0.19 CHF 0.20 CHF 250,000 250,000 196,684 196,684 53,140 CHF 55,106 CHF 99.72% 99.72%
11/11/2024 3.03% 0.33 CHF 0.34 CHF 175,000 175,000 174,027 174,027 56,521 CHF 58,261 CHF 99.91% 99.91%
08/11/2024 3.96% 0.24 CHF 0.25 CHF 225,000 225,000 211,677 211,677 52,413 CHF 54,530 CHF 100.00% 100.00%
07/11/2024 3.31% 0.32 CHF 0.33 CHF 150,000 150,000 180,931 180,931 53,795 CHF 55,604 CHF 99.90% 99.90%

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