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 23.99% 0.04 CHF 0.05 CHF 500,000 250,000 425,447 250,000 15,614 CHF 11,761 CHF 99.95% 99.95%
19/11/2024 34.66% 0.03 CHF 0.04 CHF 600,000 250,000 666,580 250,000 15,940 CHF 8,512 CHF 99.75% 99.75%
18/11/2024 24.96% 0.03 CHF 0.04 CHF 425,000 250,000 429,007 250,000 15,048 CHF 11,411 CHF 99.93% 99.93%
15/11/2024 21.83% 0.05 CHF 0.06 CHF 350,000 250,000 388,772 250,000 15,867 CHF 12,730 CHF 100.00% 100.00%
14/11/2024 22.08% 0.04 CHF 0.05 CHF 400,000 250,000 389,103 250,000 15,698 CHF 12,614 CHF 99.64% 99.64%
13/11/2024 23.24% 0.04 CHF 0.05 CHF 425,000 250,000 413,835 250,000 15,774 CHF 12,043 CHF 99.95% 99.95%
12/11/2024 18.30% 0.05 CHF 0.06 CHF 350,000 250,000 327,087 302,723 16,242 CHF 18,155 CHF 99.78% 99.78%
11/11/2024 13.49% 0.07 CHF 0.08 CHF 250,000 250,000 246,243 246,244 17,032 CHF 19,495 CHF 99.82% 99.82%
08/11/2024 13.57% 0.07 CHF 0.08 CHF 250,000 250,000 254,484 254,489 17,501 CHF 20,046 CHF 99.86% 99.86%
07/11/2024 10.76% 0.09 CHF 0.10 CHF 200,000 200,000 207,517 207,517 18,250 CHF 20,325 CHF 99.88% 99.88%

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