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 9.58% 0.12 CHF 0.13 CHF 475,000 475,000 508,420 433,769 50,618 CHF 48,113 CHF 100.00% 100.00%
19/11/2024 7.82% 0.12 CHF 0.13 CHF 425,000 425,000 417,386 413,704 51,398 CHF 55,200 CHF 99.89% 99.89%
18/11/2024 9.40% 0.10 CHF 0.11 CHF 500,000 500,000 495,825 495,825 50,328 CHF 55,286 CHF 99.85% 99.85%
15/11/2024 10.71% 0.10 CHF 0.11 CHF 500,000 500,000 580,612 320,270 51,283 CHF 31,770 CHF 100.00% 100.00%
14/11/2024 10.37% 0.09 CHF 0.10 CHF 575,000 300,000 560,459 329,871 51,242 CHF 33,711 CHF 100.00% 100.00%
13/11/2024 8.00% 0.12 CHF 0.13 CHF 400,000 400,000 429,125 429,125 51,509 CHF 55,800 CHF 100.00% 100.00%
12/11/2024 10.13% 0.12 CHF 0.13 CHF 425,000 425,000 550,894 358,565 51,568 CHF 38,000 CHF 99.68% 99.68%
11/11/2024 12.08% 0.07 CHF 0.08 CHF 725,000 375,000 642,750 337,323 49,960 CHF 29,624 CHF 99.90% 99.90%
08/11/2024 8.24% 0.12 CHF 0.13 CHF 425,000 425,000 442,004 442,004 51,449 CHF 55,869 CHF 100.00% 100.00%
07/11/2024 6.80% 0.13 CHF 0.14 CHF 425,000 425,000 369,382 369,383 52,513 CHF 56,207 CHF 99.91% 99.91%

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