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 8.01% 0.12 CHF 0.13 CHF 425,000 425,000 425,519 425,516 51,025 CHF 55,280 CHF 100.00% 100.00%
19/11/2024 7.84% 0.12 CHF 0.13 CHF 425,000 425,000 418,049 418,049 51,251 CHF 55,432 CHF 88.61% 88.61%
18/11/2024 7.06% 0.14 CHF 0.15 CHF 375,000 375,000 383,343 383,343 52,409 CHF 56,242 CHF 99.86% 99.86%
15/11/2024 7.00% 0.14 CHF 0.15 CHF 375,000 375,000 378,991 378,991 52,268 CHF 56,057 CHF 100.00% 100.00%
14/11/2024 6.69% 0.15 CHF 0.16 CHF 350,000 350,000 363,745 363,745 52,563 CHF 56,200 CHF 100.00% 100.00%
13/11/2024 7.25% 0.13 CHF 0.14 CHF 425,000 425,000 392,238 392,238 52,203 CHF 56,125 CHF 100.00% 100.00%
12/11/2024 6.84% 0.13 CHF 0.14 CHF 375,000 375,000 369,856 369,856 52,269 CHF 55,968 CHF 99.70% 99.70%
11/11/2024 6.05% 0.16 CHF 0.17 CHF 325,000 325,000 323,949 323,944 51,963 CHF 55,202 CHF 99.90% 99.90%
08/11/2024 5.98% 0.15 CHF 0.16 CHF 325,000 325,000 318,111 318,111 51,607 CHF 54,789 CHF 100.00% 100.00%
07/11/2024 5.12% 0.19 CHF 0.20 CHF 250,000 250,000 268,577 268,577 51,059 CHF 53,744 CHF 99.88% 99.88%

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