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
22/11/2024 10.28% 0.14 CHF 0.15 CHF 940,000 940,000 507,283 507,283 50,329 CHF 55,419 CHF 98.88% 98.88%
20/11/2024 8.10% 0.10 CHF 0.11 CHF 1,000,000 1,000,000 518,868 518,868 61,245 CHF 66,451 CHF 99.90% 99.90%
19/11/2024 9.32% 0.13 CHF 0.14 CHF 980,000 980,000 526,995 526,995 56,637 CHF 61,917 CHF 99.55% 99.55%
18/11/2024 11.74% 0.14 CHF 0.15 CHF 980,000 980,000 518,489 518,489 64,524 CHF 71,602 CHF 97.73% 97.73%
15/11/2024 18.64% 0.06 CHF 0.07 CHF 1,000,000 1,000,000 551,582 551,582 28,833 CHF 34,360 CHF 99.27% 99.27%
14/11/2024 11.33% 0.06 CHF 0.07 CHF 1,000,000 1,000,000 527,181 527,181 43,389 CHF 48,683 CHF 98.88% 98.88%
13/11/2024 9.32% 0.09 CHF 0.10 CHF 1,000,000 1,000,000 521,715 521,715 54,542 CHF 59,781 CHF 99.34% 99.34%
12/11/2024 18.38% 0.14 CHF 0.15 CHF 1,000,000 1,000,000 340,504 340,504 50,675 CHF 55,785 CHF 96.53% 96.53%
11/11/2024 7.52% 0.21 CHF 0.22 CHF 960,000 960,000 520,755 520,755 73,260 CHF 78,475 CHF 97.29% 97.29%
08/11/2024 27.61% 0.07 CHF 0.08 CHF 1,000,000 1,000,000 549,066 549,066 22,023 CHF 27,536 CHF 100.00% 100.00%

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