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
25/11/2024 32.61% 0.06 CHF 0.09 CHF 359,317 50,000 367,700 50,000 22,383 CHF 4,258 CHF 100.00% 100.00%
22/11/2024 20.78% 0.09 CHF 0.11 CHF 299,156 50,000 268,463 50,000 29,078 CHF 6,686 CHF 99.40% 99.40%
20/11/2024 32.55% 0.06 CHF 0.09 CHF 398,655 50,000 414,275 50,000 25,476 CHF 4,283 CHF 100.00% 100.00%
19/11/2024 16.96% 0.07 CHF 0.08 CHF 403,077 50,000 435,849 50,000 28,902 CHF 3,945 CHF 99.99% 99.99%
18/11/2024 27.16% 0.04 CHF 0.06 CHF 500,000 50,000 500,000 44,487 21,679 CHF 2,494 CHF 100.00% 100.00%
15/11/2024 21.96% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 25,230 CHF 3,141 CHF 100.00% 100.00%
14/11/2024 14.89% 0.08 CHF 0.09 CHF 389,452 50,000 424,350 50,000 31,711 CHF 4,341 CHF 98.83% 98.83%
13/11/2024 14.12% 0.07 CHF 0.08 CHF 481,953 50,000 439,278 49,680 32,013 CHF 4,193 CHF 92.01% 92.01%
12/11/2024 9.77% 0.11 CHF 0.12 CHF 331,462 50,000 299,419 50,000 36,062 CHF 6,652 CHF 100.00% 100.00%
11/11/2024 6.90% 0.16 CHF 0.17 CHF 258,538 50,000 246,746 50,000 41,056 CHF 8,931 CHF 99.81% 99.81%

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