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 46.82% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 8,966 CHF 2,825 CHF 84.74% 84.74%
19/11/2024 41.71% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 9,812 CHF 2,962 CHF 96.91% 96.91%
18/11/2024 41.95% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 88,969 11,093 CHF 2,947 CHF 99.97% 99.97%
15/11/2024 24.64% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 18,098 CHF 4,620 CHF 99.90% 99.90%
14/11/2024 23.38% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 19,398 CHF 4,880 CHF 98.33% 98.33%
13/11/2024 22.80% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 99,143 19,962 CHF 4,957 CHF 98.93% 98.93%
12/11/2024 14.08% 0.05 CHF 0.06 CHF 500,000 100,000 499,681 100,000 33,374 CHF 7,679 CHF 96.49% 96.49%
11/11/2024 10.49% 0.09 CHF 0.10 CHF 453,639 100,000 443,809 100,000 40,158 CHF 10,060 CHF 98.15% 98.15%
08/11/2024 14.26% 0.06 CHF 0.07 CHF 500,000 100,000 491,778 100,000 32,446 CHF 7,628 CHF 98.64% 98.64%
07/11/2024 10.59% 0.10 CHF 0.11 CHF 407,474 100,000 439,294 97,610 40,571 CHF 10,122 CHF 95.91% 95.91%

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