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 8.85% 0.14 CHF 0.15 CHF 900,000 300,000 977,221 377,310 106,465 CHF 44,558 CHF 98.14% 98.14%
19/11/2024 7.50% 0.13 CHF 0.14 CHF 900,000 300,000 888,830 305,896 115,664 CHF 42,549 CHF 96.52% 96.52%
18/11/2024 9.35% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 102,426 CHF 44,970 CHF 96.73% 96.73%
15/11/2024 10.68% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 420,177 89,069 CHF 41,459 CHF 95.92% 95.92%
14/11/2024 10.53% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 428,355 90,726 CHF 42,875 CHF 98.75% 98.75%
13/11/2024 6.75% 0.14 CHF 0.15 CHF 900,000 300,000 859,005 286,335 123,408 CHF 43,999 CHF 98.97% 98.97%
12/11/2024 9.55% 0.14 CHF 0.15 CHF 900,000 300,000 987,917 388,233 99,464 CHF 42,745 CHF 98.57% 98.57%
11/11/2024 12.74% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 73,797 CHF 41,898 CHF 97.86% 97.86%
08/11/2024 9.53% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 415,614 100,791 CHF 45,786 CHF 98.77% 98.77%
07/11/2024 9.41% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 424,996 102,971 CHF 47,552 CHF 98.23% 98.23%

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