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 28.15% 0.02 CHF 0.03 CHF 270,000 270,000 261,387 261,387 8,132 CHF 10,746 CHF 100.00% 100.00%
19/11/2024 27.28% 0.03 CHF 0.04 CHF 260,000 260,000 262,223 262,223 8,384 CHF 11,006 CHF 100.00% 100.00%
18/11/2024 23.62% 0.04 CHF 0.05 CHF 260,000 260,000 260,000 260,000 9,735 CHF 12,335 CHF 100.00% 100.00%
15/11/2024 18.26% 0.04 CHF 0.05 CHF 260,000 260,000 260,000 260,000 12,984 CHF 15,584 CHF 100.00% 100.00%
14/11/2024 17.53% 0.06 CHF 0.07 CHF 260,000 260,000 259,884 259,884 13,601 CHF 16,200 CHF 100.00% 100.00%
13/11/2024 17.03% 0.05 CHF 0.06 CHF 250,000 250,000 250,000 250,000 13,491 CHF 15,991 CHF 100.00% 100.00%
12/11/2024 12.07% 0.06 CHF 0.07 CHF 190,000 190,000 190,000 190,000 14,878 CHF 16,778 CHF 99.85% 99.85%
11/11/2024 9.73% 0.10 CHF 0.11 CHF 230,000 230,000 230,000 230,000 22,517 CHF 24,817 CHF 100.00% 100.00%
08/11/2024 12.27% 0.07 CHF 0.08 CHF 180,000 180,000 180,000 180,000 13,874 CHF 15,674 CHF 99.20% 99.20%
07/11/2024 9.77% 0.11 CHF 0.12 CHF 220,000 220,000 224,809 224,809 22,000 CHF 24,248 CHF 99.97% 99.97%

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