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 19.59% 0.05 CHF 0.06 CHF 1,000,000 500,000 997,658 342,958 46,141 CHF 19,600 CHF 100.00% 100.00%
19/11/2024 18.34% 0.05 CHF 0.06 CHF 1,000,000 250,000 988,414 449,642 49,069 CHF 27,005 CHF 99.90% 99.90%
18/11/2024 19.34% 0.06 CHF 0.07 CHF 925,000 475,000 986,690 328,481 46,324 CHF 19,112 CHF 99.91% 99.91%
15/11/2024 11.43% 0.07 CHF 0.08 CHF 725,000 375,000 613,012 341,522 50,608 CHF 32,144 CHF 100.00% 100.00%
14/11/2024 8.18% 0.13 CHF 0.14 CHF 375,000 375,000 445,336 430,065 52,174 CHF 55,015 CHF 100.00% 100.00%
13/11/2024 14.33% 0.07 CHF 0.08 CHF 850,000 425,000 785,799 402,693 50,941 CHF 30,142 CHF 100.00% 100.00%
12/11/2024 12.68% 0.08 CHF 0.09 CHF 675,000 350,000 682,932 354,629 50,513 CHF 29,767 CHF 99.72% 99.72%
11/11/2024 13.97% 0.07 CHF 0.08 CHF 775,000 400,000 760,872 392,167 50,665 CHF 30,042 CHF 99.84% 99.84%
08/11/2024 14.55% 0.06 CHF 0.07 CHF 925,000 475,000 800,843 408,110 50,994 CHF 30,090 CHF 100.00% 100.00%
07/11/2024 13.60% 0.07 CHF 0.08 CHF 725,000 375,000 737,567 381,284 50,576 CHF 29,960 CHF 99.90% 99.90%

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