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 16.45% 0.05 CHF 0.06 CHF 500,000 100,000 499,927 100,000 29,514 CHF 6,934 CHF 95.85% 95.85%
19/11/2024 15.86% 0.06 CHF 0.07 CHF 500,000 100,000 498,256 100,000 29,320 CHF 6,892 CHF 99.33% 99.33%
18/11/2024 14.16% 0.08 CHF 0.09 CHF 500,000 100,000 498,013 88,969 35,437 CHF 7,246 CHF 99.97% 99.97%
15/11/2024 9.83% 0.09 CHF 0.10 CHF 440,374 100,000 426,593 100,000 41,353 CHF 10,709 CHF 100.00% 100.00%
14/11/2024 9.56% 0.12 CHF 0.13 CHF 425,374 100,000 431,249 100,000 43,095 CHF 10,999 CHF 85.13% 85.13%
13/11/2024 9.03% 0.10 CHF 0.11 CHF 443,200 100,000 409,330 99,143 43,478 CHF 11,550 CHF 98.93% 98.93%
12/11/2024 6.47% 0.12 CHF 0.13 CHF 374,014 100,000 325,049 100,000 48,740 CHF 16,072 CHF 49.83% 49.83%
11/11/2024 5.03% 0.19 CHF 0.20 CHF 270,000 100,000 262,067 100,000 50,747 CHF 20,392 CHF 80.03% 80.03%
08/11/2024 5.93% 0.16 CHF 0.17 CHF 333,163 100,000 306,122 100,000 50,140 CHF 17,566 CHF 33.12% 33.12%
07/11/2024 5.02% 0.21 CHF 0.22 CHF 240,000 100,000 257,340 99,403 50,595 CHF 20,690 CHF 90.35% 90.35%

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