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 40.12% 0.02 CHF 0.03 CHF 500,000 20,000 500,000 20,000 10,286 CHF 615 CHF 69.06% 69.06%
19/11/2024 40.22% 0.02 CHF 0.03 CHF 500,000 20,000 500,000 20,000 9,982 CHF 600 CHF 97.46% 97.46%
18/11/2024 46.91% 0.02 CHF 0.03 CHF 500,000 20,000 500,000 17,256 9,921 CHF 535 CHF 99.87% 99.87%
15/11/2024 33.59% 0.02 CHF 0.03 CHF 500,000 20,000 500,000 20,000 12,804 CHF 712 CHF 100.00% 100.00%
14/11/2024 30.05% 0.03 CHF 0.04 CHF 500,000 20,000 500,000 20,000 14,351 CHF 774 CHF 99.44% 99.44%
13/11/2024 35.47% 0.03 CHF 0.04 CHF 500,000 20,000 500,000 19,804 12,137 CHF 680 CHF 98.88% 98.88%
12/11/2024 29.85% 0.03 CHF 0.04 CHF 500,000 20,000 500,000 20,000 14,441 CHF 778 CHF 100.00% 100.00%
11/11/2024 28.33% 0.03 CHF 0.04 CHF 500,000 20,000 500,000 20,000 16,002 CHF 840 CHF 96.04% 96.04%
08/11/2024 30.79% 0.02 CHF 0.03 CHF 500,000 20,000 500,000 20,000 14,041 CHF 762 CHF 93.67% 93.67%
07/11/2024 28.25% 0.03 CHF 0.04 CHF 500,000 20,000 500,000 19,343 15,337 CHF 788 CHF 97.91% 97.91%

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