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 16.64% 0.06 CHF 0.07 CHF 925,000 475,000 922,889 473,592 50,855 CHF 30,832 CHF 99.81% 99.81%
19/11/2024 15.27% 0.06 CHF 0.07 CHF 850,000 425,000 835,032 421,112 50,519 CHF 29,695 CHF 99.70% 99.70%
18/11/2024 15.64% 0.06 CHF 0.07 CHF 850,000 425,000 862,539 433,360 50,835 CHF 29,866 CHF 99.70% 99.70%
15/11/2024 16.31% 0.06 CHF 0.07 CHF 850,000 425,000 906,522 462,682 51,060 CHF 30,680 CHF 99.80% 99.80%
14/11/2024 16.40% 0.06 CHF 0.07 CHF 925,000 475,000 909,543 464,695 50,922 CHF 30,656 CHF 99.80% 99.80%
13/11/2024 15.39% 0.06 CHF 0.07 CHF 850,000 425,000 850,000 425,000 50,996 CHF 29,748 CHF 99.80% 99.80%
12/11/2024 16.53% 0.06 CHF 0.07 CHF 850,000 425,000 911,433 467,883 50,577 CHF 30,637 CHF 99.50% 99.50%
11/11/2024 18.03% 0.05 CHF 0.06 CHF 1,000,000 500,000 993,267 497,756 50,124 CHF 30,100 CHF 99.71% 99.71%
08/11/2024 16.67% 0.06 CHF 0.07 CHF 925,000 475,000 925,000 475,000 50,869 CHF 30,872 CHF 99.80% 99.80%
07/11/2024 16.65% 0.06 CHF 0.07 CHF 925,000 475,000 919,761 472,562 50,652 CHF 30,750 CHF 95.70% 95.70%

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