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 19.28% 0.04 CHF 0.05 CHF 500,000 20,000 500,000 20,000 23,655 CHF 1,146 CHF 100.00% 100.00%
19/11/2024 20.05% 0.05 CHF 0.06 CHF 500,000 20,000 500,000 20,000 22,687 CHF 1,107 CHF 97.46% 97.46%
18/11/2024 19.99% 0.05 CHF 0.06 CHF 500,000 20,000 500,000 17,243 23,525 CHF 981 CHF 100.00% 100.00%
15/11/2024 17.46% 0.05 CHF 0.06 CHF 500,000 20,000 500,000 20,000 26,296 CHF 1,252 CHF 100.00% 100.00%
14/11/2024 15.90% 0.06 CHF 0.07 CHF 500,000 20,000 500,000 20,000 29,078 CHF 1,363 CHF 99.44% 99.44%
13/11/2024 17.86% 0.05 CHF 0.06 CHF 500,000 20,000 500,000 19,804 25,667 CHF 1,215 CHF 98.88% 98.88%
12/11/2024 15.80% 0.05 CHF 0.06 CHF 500,000 20,000 500,000 20,000 29,303 CHF 1,372 CHF 100.00% 100.00%
11/11/2024 13.87% 0.07 CHF 0.08 CHF 485,346 20,000 491,420 20,000 33,089 CHF 1,548 CHF 99.79% 99.79%
08/11/2024 14.64% 0.06 CHF 0.07 CHF 500,000 20,000 500,000 20,000 31,883 CHF 1,475 CHF 93.99% 93.99%
07/11/2024 13.24% 0.07 CHF 0.08 CHF 464,530 20,000 468,819 19,343 33,680 CHF 1,589 CHF 97.91% 97.91%

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