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 25.78% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 19,360 CHF 5,000 CHF 100.00% 100.00%
19/11/2024 38.86% 0.03 CHF 0.05 CHF 500,000 100,000 496,842 100,000 18,941 CHF 5,611 CHF 100.00% 100.00%
18/11/2024 40.42% 0.04 CHF 0.06 CHF 496,064 100,000 479,163 88,973 19,024 CHF 5,266 CHF 100.00% 100.00%
15/11/2024 27.17% 0.04 CHF 0.05 CHF 497,402 100,000 493,156 100,000 21,138 CHF 5,640 CHF 99.99% 99.99%
14/11/2024 27.56% 0.05 CHF 0.07 CHF 468,875 100,000 484,245 100,000 23,299 CHF 6,356 CHF 99.52% 99.52%
13/11/2024 25.32% 0.05 CHF 0.06 CHF 500,000 100,000 459,588 99,147 23,356 CHF 6,511 CHF 99.32% 99.32%
12/11/2024 17.99% 0.05 CHF 0.07 CHF 444,511 100,000 431,145 100,000 25,261 CHF 7,011 CHF 100.00% 100.00%
11/11/2024 25.55% 0.06 CHF 0.08 CHF 392,461 100,000 397,121 100,000 24,617 CHF 8,000 CHF 100.00% 100.00%
08/11/2024 26.60% 0.06 CHF 0.08 CHF 418,073 100,000 419,183 100,000 25,151 CHF 7,850 CHF 100.00% 100.00%
07/11/2024 17.98% 0.07 CHF 0.08 CHF 394,508 100,000 402,902 97,408 26,932 CHF 7,773 CHF 99.13% 99.13%

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