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 22.79% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 19,553 CHF 1,228 CHF 100.00% 100.00%
19/11/2024 19.29% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 23,702 CHF 1,435 CHF 100.00% 100.00%
18/11/2024 24.43% 0.06 CHF 0.07 CHF 500,000 25,000 500,000 21,692 21,689 CHF 1,183 CHF 100.00% 100.00%
15/11/2024 28.21% 0.04 CHF 0.05 CHF 500,000 25,000 322,325 20,444 13,363 CHF 1,091 CHF 100.00% 100.00%
14/11/2024 18.42% 0.06 CHF 0.07 CHF 500,000 25,000 500,000 25,000 25,050 CHF 1,503 CHF 99.44% 99.44%
13/11/2024 25.77% 0.06 CHF 0.07 CHF 500,000 25,000 482,496 24,387 17,948 CHF 1,162 CHF 97.54% 97.54%
12/11/2024 7.89% 0.06 CHF 0.08 CHF 12,500 12,500 363,192 24,522 48,700 CHF 3,516 CHF 98.63% 98.63%
11/11/2024 6.04% 0.17 CHF 0.18 CHF 300,000 25,000 318,681 25,000 51,129 CHF 4,266 CHF 93.97% 93.97%
08/11/2024 7.20% 0.14 CHF 0.15 CHF 360,000 25,000 377,663 25,000 50,548 CHF 3,603 CHF 96.20% 96.20%
07/11/2024 7.19% 0.13 CHF 0.14 CHF 390,000 25,000 359,098 24,221 50,518 CHF 3,665 CHF 99.06% 99.06%

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