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 16.24% 0.07 CHF 0.08 CHF 351,285 50,000 334,194 50,000 23,042 CHF 4,056 CHF 100.00% 100.00%
19/11/2024 15.38% 0.06 CHF 0.07 CHF 347,828 50,000 347,828 50,000 20,870 CHF 3,500 CHF 0.89% 0.89%
18/11/2024 16.74% 0.07 CHF 0.08 CHF 328,710 50,000 338,331 43,384 23,639 CHF 3,529 CHF 100.00% 100.00%
15/11/2024 14.88% 0.08 CHF 0.09 CHF 336,586 50,000 315,930 50,000 24,616 CHF 4,530 CHF 100.00% 100.00%
14/11/2024 14.94% 0.08 CHF 0.09 CHF 300,852 50,000 297,567 50,000 24,970 CHF 4,876 CHF 98.02% 98.02%
13/11/2024 15.67% 0.07 CHF 0.08 CHF 325,147 50,000 314,401 49,375 23,106 CHF 4,261 CHF 99.40% 99.40%
12/11/2024 15.19% 0.08 CHF 0.09 CHF 292,244 50,000 278,766 50,000 24,908 CHF 5,208 CHF 100.00% 100.00%
11/11/2024 10.82% 0.10 CHF 0.12 CHF 251,853 50,000 253,036 50,000 26,902 CHF 5,920 CHF 99.90% 99.90%
08/11/2024 12.94% 0.09 CHF 0.10 CHF 273,319 50,000 289,215 50,000 25,120 CHF 4,941 CHF 83.33% 83.33%
07/11/2024 13.39% 0.09 CHF 0.10 CHF 288,819 50,000 284,421 48,689 24,770 CHF 4,859 CHF 94.99% 94.99%

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