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 20.00% 0.05 CHF 0.07 CHF 399,705 75,000 341,113 75,000 24,183 CHF 6,550 CHF 100.00% 100.00%
19/11/2024 11.96% 0.08 CHF 0.09 CHF 309,812 75,000 324,247 75,000 25,662 CHF 6,717 CHF 100.00% 100.00%
18/11/2024 12.29% 0.10 CHF 0.11 CHF 294,518 75,000 314,192 63,971 27,955 CHF 6,325 CHF 99.98% 99.98%
15/11/2024 6.13% 0.13 CHF 0.14 CHF 261,588 50,000 223,066 50,000 35,394 CHF 8,469 CHF 100.00% 100.00%
14/11/2024 4.78% 0.21 CHF 0.22 CHF 191,972 75,000 194,944 75,000 39,845 CHF 16,088 CHF 99.52% 99.52%
13/11/2024 5.84% 0.16 CHF 0.17 CHF 222,767 50,000 218,226 49,703 36,743 CHF 8,886 CHF 99.32% 99.32%
12/11/2024 4.50% 0.20 CHF 0.21 CHF 200,945 50,000 189,472 50,000 41,230 CHF 11,398 CHF 100.00% 100.00%
11/11/2024 3.96% 0.24 CHF 0.25 CHF 178,398 50,000 177,038 50,000 43,884 CHF 12,900 CHF 100.00% 100.00%
08/11/2024 4.53% 0.22 CHF 0.23 CHF 187,397 50,000 192,120 50,000 41,524 CHF 11,314 CHF 100.00% 100.00%
07/11/2024 4.63% 0.22 CHF 0.23 CHF 188,285 75,000 191,224 72,406 42,291 CHF 16,828 CHF 99.13% 99.13%

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