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 9.65% 0.10 CHF 0.11 CHF 500,000 500,000 516,323 426,226 50,908 CHF 47,020 CHF 98.57% 98.57%
22/11/2024 7.99% 0.12 CHF 0.13 CHF 425,000 425,000 425,239 425,239 51,116 CHF 55,369 CHF 100.00% 100.00%
20/11/2024 7.91% 0.12 CHF 0.13 CHF 425,000 425,000 422,490 422,490 51,287 CHF 55,512 CHF 100.00% 100.00%
19/11/2024 8.62% 0.12 CHF 0.13 CHF 475,000 475,000 470,632 470,632 52,287 CHF 56,993 CHF 99.86% 99.86%
18/11/2024 8.16% 0.12 CHF 0.13 CHF 425,000 425,000 437,663 437,665 51,430 CHF 55,807 CHF 99.88% 99.88%
15/11/2024 8.29% 0.12 CHF 0.13 CHF 400,000 400,000 445,729 445,729 51,521 CHF 55,979 CHF 100.00% 100.00%
14/11/2024 9.18% 0.11 CHF 0.12 CHF 475,000 475,000 488,816 488,816 50,885 CHF 55,774 CHF 100.00% 100.00%
13/11/2024 9.37% 0.11 CHF 0.12 CHF 500,000 500,000 495,697 495,697 50,436 CHF 55,393 CHF 100.00% 100.00%
12/11/2024 8.94% 0.10 CHF 0.11 CHF 500,000 500,000 478,769 478,769 51,199 CHF 55,986 CHF 99.71% 99.71%
11/11/2024 8.21% 0.11 CHF 0.12 CHF 475,000 475,000 440,196 440,196 51,379 CHF 55,781 CHF 99.85% 99.85%

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