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 22.22% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,000 CHF 5,000 CHF 13.10% 98.98%
19/11/2024 28.57% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,000 CHF 4,000 CHF 99.99% 99.99%
18/11/2024 23.16% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 95,263 19,260 CHF 4,615 CHF 94.23% 94.23%
15/11/2024 28.57% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,000 CHF 4,000 CHF 100.00% 100.00%
14/11/2024 28.82% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 14,893 CHF 3,979 CHF 97.92% 97.92%
13/11/2024 28.57% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 99,710 15,000 CHF 3,988 CHF 99.36% 99.36%
12/11/2024 27.94% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 15,619 CHF 4,124 CHF 95.15% 95.15%
11/11/2024 16.12% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 28,688 CHF 6,738 CHF 100.00% 100.00%
08/11/2024 17.16% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 26,820 CHF 6,364 CHF 100.00% 100.00%
07/11/2024 16.40% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 98,694 28,391 CHF 6,600 CHF 98.40% 98.40%

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