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 66.67% 0.01 CHF 0.02 CHF 750,000 250,000 750,000 250,000 7,500 CHF 5,000 CHF 99.37% 99.37%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 750,000 250,000 750,000 250,000 7,500 CHF 5,000 CHF 99.37% 99.37%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 750,000 250,000 750,000 250,000 7,500 CHF 5,000 CHF 99.37% 99.37%
15/11/2024 50.54% 0.01 CHF 0.02 CHF 750,000 250,000 750,000 250,000 12,035 CHF 6,512 CHF 99.34% 99.34%
14/11/2024 30.24% 0.03 CHF 0.04 CHF 750,000 250,000 750,000 250,000 21,402 CHF 9,634 CHF 99.37% 99.37%
13/11/2024 37.58% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 16,588 CHF 8,029 CHF 99.38% 99.38%
12/11/2024 37.70% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 16,509 CHF 8,003 CHF 99.15% 99.15%
11/11/2024 31.41% 0.03 CHF 0.04 CHF 750,000 250,000 750,000 250,000 20,638 CHF 9,379 CHF 99.13% 99.13%
08/11/2024 28.45% 0.03 CHF 0.04 CHF 750,000 250,000 750,000 250,000 22,640 CHF 10,047 CHF 99.38% 99.38%
07/11/2024 26.37% 0.03 CHF 0.04 CHF 750,000 250,000 750,000 250,000 25,103 CHF 10,868 CHF 98.56% 98.56%

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