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 37.24% 0.02 CHF 0.03 CHF 220,000 220,000 220,000 220,000 4,821 CHF 7,021 CHF 100.00% 100.00%
19/11/2024 26.77% 0.03 CHF 0.04 CHF 220,000 220,000 213,758 213,758 6,996 CHF 9,134 CHF 99.85% 99.85%
18/11/2024 31.79% 0.04 CHF 0.05 CHF 210,000 210,000 218,429 218,429 6,036 CHF 8,220 CHF 100.00% 100.00%
15/11/2024 31.06% 0.02 CHF 0.03 CHF 220,000 220,000 220,000 220,000 6,044 CHF 8,244 CHF 100.00% 100.00%
14/11/2024 24.69% 0.04 CHF 0.05 CHF 210,000 210,000 216,963 216,963 7,758 CHF 9,928 CHF 100.00% 100.00%
13/11/2024 34.77% 0.05 CHF 0.06 CHF 210,000 210,000 218,260 218,260 5,706 CHF 7,889 CHF 100.00% 100.00%
12/11/2024 6.73% 0.08 CHF 0.09 CHF 160,000 160,000 159,189 159,189 23,247 CHF 24,839 CHF 99.30% 99.30%
11/11/2024 5.24% 0.19 CHF 0.20 CHF 160,000 160,000 159,950 159,950 29,772 CHF 31,372 CHF 100.00% 100.00%
08/11/2024 6.39% 0.16 CHF 0.17 CHF 170,000 170,000 177,772 177,772 26,975 CHF 28,753 CHF 98.58% 98.58%
07/11/2024 5.83% 0.15 CHF 0.16 CHF 190,000 190,000 190,000 190,000 31,645 CHF 33,545 CHF 100.00% 100.00%

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