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 86.69% 0.02 CHF 0.05 CHF 458,536 100,000 461,693 100,000 8,783 CHF 4,783 CHF 100.00% 100.00%
19/11/2024 42.99% 0.02 CHF 0.03 CHF 497,867 100,000 422,384 100,000 11,503 CHF 4,318 CHF 100.00% 100.00%
18/11/2024 41.57% 0.03 CHF 0.05 CHF 353,530 100,000 353,190 88,641 11,855 CHF 4,454 CHF 97.06% 97.06%
15/11/2024 36.94% 0.03 CHF 0.04 CHF 378,330 100,000 368,402 100,000 12,783 CHF 5,070 CHF 88.01% 88.01%
14/11/2024 32.72% 0.04 CHF 0.06 CHF 331,174 100,000 359,639 100,000 14,700 CHF 5,686 CHF 99.51% 99.51%
13/11/2024 31.07% 0.04 CHF 0.06 CHF 361,131 100,000 332,309 99,147 14,808 CHF 6,050 CHF 99.31% 99.31%
12/11/2024 21.59% 0.05 CHF 0.06 CHF 320,762 100,000 308,757 100,000 17,390 CHF 6,979 CHF 100.00% 100.00%
11/11/2024 23.82% 0.06 CHF 0.08 CHF 281,755 100,000 280,837 100,000 17,766 CHF 8,022 CHF 100.00% 100.00%
08/11/2024 25.39% 0.06 CHF 0.08 CHF 298,443 100,000 296,166 100,000 17,770 CHF 7,759 CHF 100.00% 100.00%
07/11/2024 18.72% 0.07 CHF 0.08 CHF 273,095 100,000 282,757 97,408 19,007 CHF 7,903 CHF 99.13% 99.13%

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