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 16.26% 0.06 CHF 0.07 CHF 925,000 475,000 908,388 463,222 51,324 CHF 30,796 CHF 99.80% 99.80%
19/11/2024 17.28% 0.05 CHF 0.06 CHF 1,000,000 500,000 953,279 483,801 50,410 CHF 30,437 CHF 99.72% 99.72%
18/11/2024 14.70% 0.06 CHF 0.07 CHF 850,000 425,000 803,855 409,618 50,659 CHF 29,925 CHF 99.70% 99.70%
15/11/2024 14.07% 0.07 CHF 0.08 CHF 775,000 400,000 764,282 394,641 50,517 CHF 30,032 CHF 99.80% 99.80%
14/11/2024 12.65% 0.07 CHF 0.08 CHF 725,000 375,000 686,058 355,530 50,768 CHF 29,868 CHF 99.80% 99.80%
13/11/2024 16.76% 0.06 CHF 0.07 CHF 925,000 475,000 931,270 475,294 50,935 CHF 30,753 CHF 99.81% 99.81%
12/11/2024 16.61% 0.06 CHF 0.07 CHF 925,000 475,000 923,853 473,568 51,007 CHF 30,881 CHF 99.49% 99.49%
11/11/2024 19.81% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 350,894 45,785 CHF 19,977 CHF 99.70% 99.70%
08/11/2024 26.68% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 32,644 CHF 10,661 CHF 99.80% 99.80%
07/11/2024 22.12% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,828 250,000 40,245 CHF 12,623 CHF 95.68% 95.68%

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