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 7.54% 0.12 CHF 0.13 CHF 425,000 425,000 404,374 404,385 51,613 CHF 55,659 CHF 100.00% 100.00%
19/11/2024 6.21% 0.16 CHF 0.17 CHF 325,000 325,000 333,822 333,826 52,037 CHF 55,375 CHF 99.89% 99.89%
18/11/2024 7.27% 0.12 CHF 0.13 CHF 425,000 425,000 391,368 391,369 51,900 CHF 55,813 CHF 99.89% 99.89%
15/11/2024 6.59% 0.15 CHF 0.16 CHF 375,000 375,000 359,252 359,252 52,729 CHF 56,322 CHF 100.00% 100.00%
14/11/2024 5.86% 0.15 CHF 0.16 CHF 350,000 350,000 315,069 315,067 52,213 CHF 55,363 CHF 100.00% 100.00%
13/11/2024 6.18% 0.19 CHF 0.20 CHF 275,000 275,000 335,033 335,033 52,563 CHF 55,914 CHF 100.00% 100.00%
12/11/2024 7.61% 0.14 CHF 0.15 CHF 375,000 375,000 409,234 409,234 51,739 CHF 55,831 CHF 99.69% 99.69%
11/11/2024 8.01% 0.11 CHF 0.12 CHF 475,000 475,000 429,878 429,874 51,482 CHF 55,780 CHF 99.85% 99.85%
08/11/2024 7.44% 0.14 CHF 0.15 CHF 375,000 375,000 400,017 400,017 51,818 CHF 55,818 CHF 100.00% 100.00%
07/11/2024 7.88% 0.12 CHF 0.13 CHF 425,000 425,000 420,555 420,556 51,268 CHF 55,474 CHF 99.84% 99.84%

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