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 8.60% 0.10 CHF 0.11 CHF 500,000 500,000 457,983 455,129 51,037 CHF 55,304 CHF 98.48% 98.48%
22/11/2024 9.94% 0.09 CHF 0.10 CHF 475,000 475,000 525,025 441,738 50,287 CHF 47,452 CHF 100.00% 100.00%
20/11/2024 11.51% 0.09 CHF 0.10 CHF 600,000 300,000 619,812 317,788 50,787 CHF 29,204 CHF 100.00% 100.00%
19/11/2024 10.73% 0.07 CHF 0.08 CHF 625,000 325,000 577,551 343,879 50,946 CHF 34,274 CHF 99.90% 99.90%
18/11/2024 12.79% 0.07 CHF 0.08 CHF 725,000 375,000 686,974 355,650 50,310 CHF 29,607 CHF 99.91% 99.91%
15/11/2024 11.91% 0.09 CHF 0.10 CHF 600,000 300,000 637,284 329,193 50,325 CHF 29,280 CHF 100.00% 100.00%
14/11/2024 11.17% 0.09 CHF 0.10 CHF 600,000 300,000 598,492 320,478 50,600 CHF 30,444 CHF 100.00% 100.00%
13/11/2024 9.32% 0.11 CHF 0.12 CHF 425,000 425,000 495,350 450,163 50,665 CHF 51,030 CHF 100.00% 100.00%
12/11/2024 10.84% 0.09 CHF 0.10 CHF 575,000 300,000 586,113 320,011 51,160 CHF 31,317 CHF 99.68% 99.68%
11/11/2024 10.18% 0.09 CHF 0.10 CHF 575,000 300,000 549,060 372,999 51,193 CHF 39,354 CHF 99.89% 99.89%

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