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 33.81% 0.02 CHF 0.04 CHF 500,000 100,000 500,000 100,000 12,710 CHF 3,542 CHF 13.10% 98.98%
19/11/2024 40.13% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 9,976 CHF 2,995 CHF 99.99% 99.99%
18/11/2024 38.72% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 95,263 10,561 CHF 2,942 CHF 94.23% 94.23%
15/11/2024 40.00% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,000 CHF 3,000 CHF 100.00% 100.00%
14/11/2024 40.84% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 9,842 CHF 2,968 CHF 97.92% 97.92%
13/11/2024 41.38% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 99,710 9,742 CHF 2,940 CHF 99.36% 99.36%
12/11/2024 43.13% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 9,510 CHF 2,902 CHF 95.15% 95.15%
11/11/2024 23.46% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 19,023 CHF 4,805 CHF 100.00% 100.00%
08/11/2024 25.78% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 17,197 CHF 4,439 CHF 100.00% 100.00%
07/11/2024 23.90% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 98,694 18,872 CHF 4,720 CHF 98.40% 98.40%

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