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 12.64% 0.07 CHF 0.08 CHF 402,405 50,000 390,021 50,000 28,963 CHF 4,222 CHF 100.00% 100.00%
19/11/2024 11.52% 0.08 CHF 0.09 CHF 407,783 50,000 383,409 50,000 31,408 CHF 4,599 CHF 99.99% 99.99%
18/11/2024 13.26% 0.08 CHF 0.09 CHF 376,571 50,000 394,171 44,487 31,158 CHF 4,013 CHF 100.00% 100.00%
15/11/2024 13.23% 0.08 CHF 0.09 CHF 419,654 50,000 419,292 50,000 29,630 CHF 4,033 CHF 97.60% 97.60%
14/11/2024 12.13% 0.08 CHF 0.09 CHF 421,369 50,000 427,085 50,000 33,107 CHF 4,384 CHF 96.15% 96.15%
13/11/2024 16.00% 0.05 CHF 0.06 CHF 500,000 50,000 499,216 49,711 28,949 CHF 3,381 CHF 99.36% 99.36%
12/11/2024 14.74% 0.06 CHF 0.07 CHF 463,671 50,000 473,237 50,000 29,847 CHF 3,656 CHF 100.00% 100.00%
11/11/2024 9.76% 0.08 CHF 0.09 CHF 377,661 50,000 335,371 50,000 32,855 CHF 5,442 CHF 99.48% 99.48%
08/11/2024 8.17% 0.11 CHF 0.12 CHF 308,254 50,000 300,634 50,000 35,384 CHF 6,397 CHF 99.86% 99.86%
07/11/2024 8.55% 0.12 CHF 0.13 CHF 311,496 50,000 303,682 48,669 35,974 CHF 6,286 CHF 96.52% 96.52%

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