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 16.98% 0.05 CHF 0.06 CHF 633,800 633,800 638,710 638,710 34,482 CHF 40,869 CHF 100.00% 100.00%
22/11/2024 15.54% 0.06 CHF 0.07 CHF 626,000 626,000 628,266 628,266 37,388 CHF 43,671 CHF 100.00% 100.00%
20/11/2024 17.27% 0.06 CHF 0.07 CHF 762,600 762,600 761,330 761,330 40,361 CHF 47,974 CHF 100.00% 100.00%
19/11/2024 18.38% 0.05 CHF 0.06 CHF 908,700 908,700 908,684 908,684 44,963 CHF 54,050 CHF 100.00% 100.00%
18/11/2024 22.78% 0.04 CHF 0.05 CHF 903,700 903,700 896,824 896,824 34,979 CHF 43,948 CHF 100.00% 100.00%
15/11/2024 21.28% 0.04 CHF 0.05 CHF 721,900 721,900 725,954 725,954 30,609 CHF 37,869 CHF 100.00% 100.00%
14/11/2024 17.61% 0.05 CHF 0.06 CHF 572,200 572,200 579,590 579,590 30,283 CHF 36,079 CHF 100.00% 100.00%
13/11/2024 14.73% 0.06 CHF 0.07 CHF 559,700 559,700 563,481 563,481 35,503 CHF 41,138 CHF 100.00% 100.00%
12/11/2024 14.24% 0.07 CHF 0.08 CHF 728,700 728,700 723,451 723,451 47,228 CHF 54,463 CHF 99.86% 99.86%
11/11/2024 17.64% 0.05 CHF 0.06 CHF 646,000 646,000 646,026 646,026 33,473 CHF 39,933 CHF 99.68% 99.68%

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