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
25/11/2024 10.76% 0.09 CHF 0.10 CHF 575,000 300,000 585,122 300,857 51,482 CHF 29,492 CHF 97.91% 97.91%
22/11/2024 14.91% 0.09 CHF 0.10 CHF 625,000 325,000 815,503 402,046 50,653 CHF 29,227 CHF 99.37% 99.37%
20/11/2024 22.00% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,559 CHF 12,640 CHF 99.38% 99.38%
19/11/2024 24.80% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,372 250,000 35,127 CHF 11,340 CHF 99.27% 99.27%
18/11/2024 21.57% 0.05 CHF 0.06 CHF 1,000,000 250,000 995,331 250,000 41,283 CHF 12,867 CHF 99.25% 99.25%
15/11/2024 19.87% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 284,110 45,401 CHF 15,857 CHF 99.38% 99.38%
14/11/2024 23.00% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 38,604 CHF 12,151 CHF 99.39% 99.39%
13/11/2024 18.55% 0.05 CHF 0.06 CHF 1,000,000 250,000 985,840 400,160 48,385 CHF 23,971 CHF 99.37% 99.37%
12/11/2024 19.66% 0.05 CHF 0.06 CHF 1,000,000 250,000 990,689 314,120 45,517 CHF 17,680 CHF 99.05% 99.05%
11/11/2024 17.91% 0.06 CHF 0.07 CHF 925,000 475,000 955,063 420,730 48,758 CHF 26,116 CHF 99.23% 99.23%

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