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 17.50% 0.04 CHF 0.05 CHF 270,000 270,000 150,697 150,697 7,775 CHF 9,285 CHF 99.90% 99.90%
19/11/2024 20.97% 0.04 CHF 0.05 CHF 270,000 270,000 150,032 150,032 6,430 CHF 7,933 CHF 100.00% 100.00%
18/11/2024 16.26% 0.05 CHF 0.06 CHF 270,000 270,000 149,255 149,255 8,522 CHF 10,018 CHF 98.48% 98.48%
15/11/2024 11.76% 0.06 CHF 0.07 CHF 270,000 270,000 149,873 149,873 11,902 CHF 13,404 CHF 99.13% 99.13%
14/11/2024 9.63% 0.10 CHF 0.11 CHF 260,000 260,000 145,087 145,087 14,894 CHF 16,351 CHF 100.00% 100.00%
13/11/2024 11.52% 0.08 CHF 0.09 CHF 270,000 270,000 149,032 149,032 12,301 CHF 13,797 CHF 100.00% 100.00%
12/11/2024 13.65% 0.08 CHF 0.09 CHF 270,000 270,000 149,010 149,010 10,671 CHF 12,168 CHF 100.00% 100.00%
11/11/2024 11.34% 0.07 CHF 0.08 CHF 270,000 270,000 149,033 149,033 12,659 CHF 14,155 CHF 100.00% 100.00%
08/11/2024 9.70% 0.09 CHF 0.10 CHF 270,000 270,000 149,462 149,462 15,039 CHF 16,540 CHF 98.90% 98.90%
07/11/2024 10.57% 0.11 CHF 0.12 CHF 270,000 270,000 149,145 149,145 13,955 CHF 15,453 CHF 99.64% 99.64%

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