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
22/11/2024 10.18% 0.10 CHF 0.11 CHF 500,000 500,000 541,934 408,901 50,519 CHF 43,028 CHF 100.00% 100.00%
20/11/2024 9.58% 0.10 CHF 0.11 CHF 500,000 500,000 505,982 476,351 50,280 CHF 52,357 CHF 100.00% 100.00%
19/11/2024 11.76% 0.10 CHF 0.11 CHF 575,000 300,000 633,856 327,365 50,753 CHF 29,482 CHF 99.91% 99.91%
18/11/2024 10.92% 0.10 CHF 0.11 CHF 575,000 300,000 592,286 304,458 51,295 CHF 29,420 CHF 99.88% 99.88%
15/11/2024 9.43% 0.10 CHF 0.11 CHF 500,000 500,000 505,715 431,894 51,158 CHF 48,752 CHF 100.00% 100.00%
14/11/2024 10.41% 0.11 CHF 0.12 CHF 475,000 475,000 559,680 371,656 51,005 CHF 38,719 CHF 100.00% 100.00%
13/11/2024 11.28% 0.08 CHF 0.09 CHF 675,000 350,000 612,163 315,587 51,213 CHF 29,559 CHF 100.00% 100.00%
12/11/2024 9.54% 0.09 CHF 0.10 CHF 575,000 300,000 503,824 466,559 50,291 CHF 51,603 CHF 99.69% 99.69%
11/11/2024 6.95% 0.13 CHF 0.14 CHF 400,000 400,000 377,279 377,279 52,425 CHF 56,197 CHF 99.91% 99.91%
08/11/2024 7.09% 0.13 CHF 0.14 CHF 375,000 375,000 383,833 383,833 52,284 CHF 56,122 CHF 100.00% 100.00%

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