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 10.03% 0.09 CHF 0.10 CHF 190,000 190,000 185,048 185,048 17,525 CHF 19,375 CHF 100.00% 100.00%
19/11/2024 10.08% 0.09 CHF 0.10 CHF 190,000 190,000 185,045 185,045 17,439 CHF 19,290 CHF 100.00% 100.00%
18/11/2024 10.48% 0.09 CHF 0.10 CHF 190,000 190,000 185,053 185,053 16,744 CHF 18,594 CHF 100.00% 100.00%
15/11/2024 10.66% 0.09 CHF 0.10 CHF 190,000 190,000 185,049 185,049 16,472 CHF 18,322 CHF 100.00% 100.00%
14/11/2024 11.85% 0.08 CHF 0.09 CHF 190,000 190,000 190,175 190,175 15,119 CHF 17,021 CHF 99.36% 99.36%
13/11/2024 11.32% 0.08 CHF 0.09 CHF 190,000 190,000 185,940 185,940 15,493 CHF 17,352 CHF 100.00% 100.00%
12/11/2024 10.96% 0.08 CHF 0.09 CHF 190,000 190,000 184,993 184,993 15,951 CHF 17,801 CHF 98.86% 100.00%
11/11/2024 9.07% 0.10 CHF 0.11 CHF 190,000 190,000 175,736 175,736 18,497 CHF 20,255 CHF 99.93% 99.93%
08/11/2024 8.10% 0.11 CHF 0.12 CHF 180,000 180,000 175,311 175,311 20,816 CHF 22,569 CHF 100.00% 100.00%
07/11/2024 6.67% 0.15 CHF 0.16 CHF 170,000 170,000 171,052 171,052 24,818 CHF 26,528 CHF 98.41% 98.41%

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