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 21.62% 0.04 CHF 0.05 CHF 300,000 100,000 300,000 100,000 12,447 CHF 5,149 CHF 100.00% 100.00%
19/11/2024 21.75% 0.04 CHF 0.05 CHF 300,000 100,000 300,000 100,000 12,351 CHF 5,117 CHF 100.00% 100.00%
18/11/2024 22.14% 0.05 CHF 0.06 CHF 300,000 100,000 283,458 94,486 13,810 CHF 5,696 CHF 100.00% 100.00%
15/11/2024 17.24% 0.05 CHF 0.06 CHF 300,000 100,000 300,000 100,000 16,097 CHF 6,366 CHF 100.00% 100.00%
14/11/2024 15.38% 0.06 CHF 0.07 CHF 300,000 100,000 300,000 100,000 18,000 CHF 7,000 CHF 99.24% 99.24%
13/11/2024 14.56% 0.06 CHF 0.07 CHF 300,000 100,000 299,112 99,704 19,487 CHF 7,507 CHF 99.40% 99.40%
12/11/2024 14.23% 0.06 CHF 0.07 CHF 300,000 100,000 300,000 100,000 19,685 CHF 7,562 CHF 100.00% 100.00%
11/11/2024 11.91% 0.08 CHF 0.09 CHF 300,000 100,000 300,000 100,000 23,721 CHF 8,907 CHF 100.00% 100.00%
08/11/2024 13.31% 0.07 CHF 0.08 CHF 300,000 100,000 300,000 100,000 21,054 CHF 8,018 CHF 100.00% 100.00%
07/11/2024 13.26% 0.08 CHF 0.09 CHF 300,000 100,000 296,091 98,697 22,037 CHF 8,368 CHF 98.74% 98.74%

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