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 8.44% 0.11 CHF 0.12 CHF 475,000 475,000 454,993 454,993 51,644 CHF 56,194 CHF 98.60% 98.60%
22/11/2024 8.00% 0.11 CHF 0.12 CHF 425,000 425,000 428,426 396,927 51,465 CHF 52,609 CHF 100.00% 100.00%
20/11/2024 12.19% 0.09 CHF 0.10 CHF 600,000 300,000 656,131 338,957 50,596 CHF 29,519 CHF 100.00% 100.00%
19/11/2024 10.56% 0.09 CHF 0.10 CHF 575,000 300,000 572,622 374,793 51,402 CHF 38,285 CHF 99.55% 99.55%
18/11/2024 14.43% 0.06 CHF 0.07 CHF 775,000 400,000 782,463 401,003 50,318 CHF 29,809 CHF 99.94% 99.94%
15/11/2024 13.79% 0.07 CHF 0.08 CHF 725,000 375,000 747,736 386,368 50,478 CHF 29,948 CHF 100.00% 100.00%
14/11/2024 11.26% 0.08 CHF 0.09 CHF 675,000 350,000 606,928 317,124 50,881 CHF 29,790 CHF 100.00% 100.00%
13/11/2024 9.95% 0.11 CHF 0.12 CHF 475,000 475,000 541,013 378,624 51,676 CHF 40,695 CHF 100.00% 100.00%
12/11/2024 11.52% 0.10 CHF 0.11 CHF 575,000 300,000 622,461 329,445 50,980 CHF 30,378 CHF 99.98% 99.98%
11/11/2024 12.54% 0.07 CHF 0.08 CHF 725,000 375,000 661,050 341,314 49,332 CHF 28,875 CHF 100.00% 100.00%

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